+44.7%
FITB vs FN
+170.4%
-125.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.7% | -12.4% | -2.2% |
| 7D | -1.5% | 0.0% | -1.5% | -2.0% |
| 30D | +5.8% | -34.3% | +40.1% | +11.0% |
| 3M | -6.1% | -39.9% | +33.8% | -1.0% |
| 6M | +5.9% | -51.8% | +57.8% | +13.9% |
| YTD | +16.1% | -28.1% | +44.2% | +14.6% |
| 1Y | +28.8% | -29.1% | +57.9% | +26.9% |
| 3Y | +126.0% | +102.4% | +23.6% | +68.4% |
| All | +44.7% | +170.4% | -125.7% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling