+23.9%
FITB vs M
+31.9%
-8.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.1% |
| 7D | +2.8% | +2.4% | +0.5% | +2.1% |
| 30D | -4.5% | -11.6% | +7.1% | -1.2% |
| 3M | +5.7% | +1.6% | +4.0% | +4.2% |
| 6M | +17.1% | +25.2% | -8.1% | +7.5% |
| YTD | +18.3% | +3.8% | +14.6% | +14.8% |
| 1Y | +23.9% | +36.3% | -12.4% | +11.1% |
| All | +23.9% | +31.9% | -8.0% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling