+47.2%
FITB vs FTI
+848.3%
-801.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +0.8% | +5.4% | -4.6% | -0.6% |
| 30D | +7.3% | -8.2% | +15.5% | +9.5% |
| 3M | -6.3% | -13.7% | +7.4% | -2.9% |
| 6M | +12.6% | -11.2% | +23.7% | +15.1% |
| YTD | +18.0% | +46.0% | -28.0% | +4.2% |
| 1Y | +28.9% | +51.8% | -22.9% | +12.5% |
| 3Y | +139.4% | +206.7% | -67.3% | +66.7% |
| 5Y | +47.2% | +862.0% | -814.8% | -27.7% |
| All | +47.2% | +848.3% | -801.0% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling