+236.6%
FITB vs M
+3.7%
+232.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.1% | -5.6% | 0.0% |
| 7D | -1.1% | +2.5% | -3.7% | -2.1% |
| 30D | +7.3% | +10.1% | -2.7% | +3.9% |
| 3M | -4.0% | -0.9% | -3.1% | -4.4% |
| 6M | +11.9% | +30.2% | -18.3% | +1.5% |
| YTD | +19.0% | +16.3% | +2.7% | +11.3% |
| 1Y | +31.0% | +27.0% | +4.1% | +19.0% |
| 3Y | +143.8% | +154.5% | -10.7% | +63.5% |
| 5Y | +48.9% | -1.1% | +49.9% | +27.0% |
| 10Y | +236.6% | +0.5% | +236.1% | +90.0% |
| All | +236.6% | +3.7% | +232.9% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling