+570.9%
FITB vs FN
+3,620.5%
-3,049.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.8% |
| 7D | +0.6% | -1.7% | +2.3% | +0.9% |
| 30D | -4.7% | -22.0% | +17.2% | -0.9% |
| 3M | +6.7% | -43.0% | +49.7% | +16.2% |
| 6M | +12.6% | -27.7% | +40.3% | +15.0% |
| YTD | +19.1% | -10.5% | +29.6% | +15.3% |
| 1Y | +22.6% | +12.5% | +10.1% | +12.1% |
| 3Y | +127.1% | +153.8% | -26.7% | +63.9% |
| 5Y | +71.8% | +288.0% | -216.2% | +9.0% |
| 10Y | +287.2% | +906.4% | -619.2% | +97.5% |
| All | +570.9% | +3,620.5% | -3,049.7% | +171.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling