+236.6%
FITB vs FN
+837.6%
-601.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.9% | -9.4% | +0.3% |
| 7D | -1.1% | +16.3% | -17.4% | -4.7% |
| 30D | +7.3% | -24.7% | +32.1% | +12.1% |
| 3M | -4.0% | -34.9% | +30.9% | +2.1% |
| 6M | +11.9% | -41.1% | +53.0% | +18.9% |
| YTD | +19.0% | -19.6% | +38.6% | +14.6% |
| 1Y | +31.0% | -18.5% | +49.6% | +24.9% |
| 3Y | +143.8% | +119.1% | +24.7% | +65.3% |
| 5Y | +48.9% | +206.9% | -158.1% | -13.2% |
| 10Y | +236.6% | +826.4% | -589.8% | +49.6% |
| All | +236.6% | +837.6% | -601.0% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling