+282.0%
FITB vs FTI
+301.2%
-19.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +1.6% |
| 7D | -1.0% | -5.6% | +4.6% | +1.2% |
| 30D | -5.5% | +0.4% | -5.9% | -5.8% |
| 3M | +4.1% | +8.1% | -4.0% | +0.2% |
| 6M | +18.7% | +16.7% | +2.0% | +10.1% |
| YTD | +18.2% | +70.0% | -51.8% | -5.8% |
| 1Y | +23.7% | +85.4% | -61.8% | -5.2% |
| 3Y | +130.8% | +265.9% | -135.2% | +28.2% |
| 5Y | +69.8% | +1,072.7% | -1,003.0% | -47.3% |
| All | +282.0% | +301.2% | -19.2% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FTI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling