+210.9%
FITB vs FND
+57.9%
+153.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.8% |
| 7D | +2.8% | -6.8% | +9.6% | +5.0% |
| 30D | +9.8% | +8.0% | +1.8% | +6.7% |
| 3M | -5.2% | -18.9% | +13.8% | +0.6% |
| 6M | +17.3% | +4.7% | +12.6% | +13.1% |
| YTD | +19.3% | -21.6% | +40.9% | +24.7% |
| 1Y | +32.7% | -22.0% | +54.7% | +38.8% |
| 3Y | +141.6% | -40.4% | +182.0% | +164.2% |
| 5Y | +48.9% | -63.8% | +112.6% | +81.0% |
| All | +210.9% | +57.9% | +153.0% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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