+244.2%
FITB vs FN
+753.0%
-508.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.7% | -12.4% | -3.0% |
| 7D | -1.5% | 0.0% | -1.5% | -2.2% |
| 30D | +5.8% | -34.3% | +40.1% | +13.4% |
| 3M | -6.1% | -39.9% | +33.8% | +1.3% |
| 6M | +5.9% | -51.8% | +57.8% | +17.3% |
| YTD | +16.1% | -28.1% | +44.2% | +14.4% |
| 1Y | +28.8% | -29.1% | +57.9% | +26.4% |
| 3Y | +126.0% | +102.4% | +23.6% | +55.5% |
| 5Y | +45.3% | +171.7% | -126.4% | -12.8% |
| All | +244.2% | +753.0% | -508.8% | +58.7% |
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