+207.5%
FITB vs FND
+61.4%
+146.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.4% | +0.5% |
| 7D | +0.8% | -5.1% | +6.0% | +2.5% |
| 30D | +7.3% | +9.2% | -1.9% | +3.9% |
| 3M | -6.3% | -17.7% | +11.4% | -1.1% |
| 6M | +12.6% | +2.5% | +10.1% | +9.3% |
| YTD | +18.0% | -19.8% | +37.8% | +22.5% |
| 1Y | +28.9% | -22.7% | +51.6% | +35.2% |
| 3Y | +139.4% | -38.3% | +177.7% | +158.9% |
| 5Y | +47.2% | -63.0% | +110.2% | +77.7% |
| All | +207.5% | +61.4% | +146.0% | +125.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling