+71.6%
FITB vs FN
+289.0%
-217.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.6% |
| 7D | +0.6% | -1.7% | +2.3% | +0.8% |
| 30D | -4.7% | -22.0% | +17.2% | -1.9% |
| 3M | +6.7% | -43.0% | +49.7% | +14.0% |
| 6M | +12.6% | -27.7% | +40.3% | +14.2% |
| YTD | +19.1% | -10.5% | +29.6% | +15.4% |
| 1Y | +22.6% | +12.5% | +10.1% | +13.0% |
| 3Y | +127.1% | +153.8% | -26.7% | +65.8% |
| All | +71.6% | +289.0% | -217.4% | +7.6% |
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 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