+126.0%
FITB vs FN
+101.0%
+25.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.7% | -12.4% | -1.8% |
| 7D | -1.5% | 0.0% | -1.5% | -1.8% |
| 30D | +5.8% | -34.3% | +40.1% | +9.8% |
| 3M | -6.1% | -39.9% | +33.8% | -2.1% |
| 6M | +5.9% | -51.8% | +57.8% | +12.2% |
| YTD | +16.1% | -28.1% | +44.2% | +14.7% |
| 1Y | +28.8% | -29.1% | +57.9% | +27.0% |
| 3Y | +126.0% | +102.4% | +23.6% | +57.0% |
| All | +126.0% | +101.0% | +25.0% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling