+210.4%
FITB vs FND
+66.0%
+144.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | +0.6% | -5.2% | +5.8% | +2.3% |
| 30D | -4.7% | -19.9% | +15.1% | +1.9% |
| 3M | +6.7% | +2.7% | +4.0% | +4.3% |
| 6M | +12.6% | -21.7% | +34.2% | +19.4% |
| YTD | +19.1% | -17.5% | +36.6% | +23.3% |
| 1Y | +22.6% | -39.3% | +61.9% | +39.5% |
| 3Y | +127.1% | -49.8% | +176.9% | +164.0% |
| 5Y | +71.8% | -60.1% | +131.9% | +102.6% |
| All | +210.4% | +66.0% | +144.4% | +126.7% |
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