+526.1%
FITB vs FIVE
+868.1%
-342.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -1.5% |
| 7D | +0.6% | +4.3% | -3.7% | -0.6% |
| 30D | -4.7% | +12.5% | -17.2% | -7.9% |
| 3M | +6.7% | +31.2% | -24.6% | -1.3% |
| 6M | +12.6% | +14.4% | -1.8% | +6.9% |
| YTD | +19.1% | +33.9% | -14.8% | +8.3% |
| 1Y | +22.6% | +65.1% | -42.4% | +4.8% |
| 3Y | +127.1% | +49.0% | +78.2% | +86.6% |
| 5Y | +71.8% | +30.3% | +41.5% | +41.1% |
| 10Y | +287.2% | +481.1% | -193.9% | +119.4% |
| All | +526.1% | +868.1% | -342.0% | +223.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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