+316.3%
FITB vs FE
+561.4%
-245.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | +0.6% | +1.9% | -1.3% | -0.3% |
| 30D | -4.7% | -1.2% | -3.6% | -4.3% |
| 3M | +6.7% | +3.5% | +3.2% | +4.7% |
| 6M | +12.6% | -6.1% | +18.6% | +15.5% |
| YTD | +19.1% | +7.6% | +11.5% | +14.3% |
| 1Y | +22.6% | +11.9% | +10.7% | +15.2% |
| 3Y | +127.1% | +48.4% | +78.7% | +83.0% |
| 5Y | +71.8% | +44.8% | +27.0% | +38.3% |
| 10Y | +287.2% | +115.9% | +171.3% | +144.6% |
| All | +316.3% | +561.4% | -245.1% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling