+1,409.8%
FITB vs M
+396.5%
+1,013.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -1.1% |
| 7D | +0.6% | +4.7% | -4.1% | -1.1% |
| 30D | -4.7% | -9.6% | +4.9% | -1.2% |
| 3M | +6.7% | +0.9% | +5.8% | +5.5% |
| 6M | +12.6% | +22.3% | -9.7% | +3.2% |
| YTD | +19.1% | +6.5% | +12.6% | +14.4% |
| 1Y | +22.6% | +38.8% | -16.1% | +6.0% |
| 3Y | +127.1% | +115.9% | +11.2% | +51.9% |
| 5Y | +71.8% | +28.6% | +43.2% | +26.0% |
| 10Y | +287.2% | -2.5% | +289.7% | +143.7% |
| All | +1,409.8% | +396.5% | +1,013.3% | +394.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling