+138.9%
FITB vs FND
-38.2%
+177.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.4% | +0.3% |
| 7D | +0.8% | -5.1% | +6.0% | +2.3% |
| 30D | +7.3% | +9.2% | -1.9% | +4.3% |
| 3M | -6.3% | -17.7% | +11.4% | -1.6% |
| 6M | +12.6% | +2.5% | +10.1% | +9.5% |
| YTD | +18.0% | -19.8% | +37.8% | +22.2% |
| 1Y | +28.9% | -22.7% | +51.6% | +34.8% |
| All | +138.9% | -38.2% | +177.1% | +124.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling