+206.5%
FITB vs FN
+700.1%
-493.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.3% | +8.4% | +2.5% |
| 7D | +2.8% | +0.3% | +2.5% | +2.5% |
| 30D | +9.8% | -16.5% | +26.3% | +12.2% |
| 3M | -5.2% | -42.1% | +36.9% | +3.1% |
| 6M | +17.3% | -52.9% | +70.2% | +30.6% |
| YTD | +19.3% | -28.0% | +47.3% | +17.2% |
| 1Y | +32.7% | -18.5% | +51.2% | +25.8% |
| 3Y | +141.6% | +93.9% | +47.7% | +67.7% |
| 5Y | +48.9% | +170.5% | -121.6% | -11.0% |
| All | +206.5% | +700.1% | -493.6% | +38.3% |
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