+209.6%
FITB vs FND
+56.5%
+153.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -0.3% | -5.8% | +5.5% | +1.6% |
| 30D | -5.7% | -20.2% | +14.5% | +1.2% |
| 3M | +3.2% | -12.0% | +15.1% | +6.3% |
| 6M | +23.4% | -18.5% | +41.9% | +29.0% |
| YTD | +18.8% | -22.3% | +41.0% | +25.3% |
| 1Y | +25.0% | -47.6% | +72.6% | +49.5% |
| 3Y | +131.2% | -49.8% | +181.0% | +168.4% |
| 5Y | +70.7% | -63.0% | +133.6% | +106.3% |
| All | +209.6% | +56.5% | +153.1% | +130.3% |
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