+1,371.5%
FITB vs M
+401.4%
+970.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | +0.9% |
| 7D | -1.5% | -4.3% | +2.7% | -0.1% |
| 30D | +5.8% | +1.3% | +4.6% | +5.0% |
| 3M | -6.1% | -7.4% | +1.3% | -4.2% |
| 6M | +5.9% | +18.3% | -12.4% | -2.2% |
| YTD | +16.1% | +7.6% | +8.5% | +10.4% |
| 1Y | +28.8% | +17.4% | +11.4% | +18.3% |
| 3Y | +126.0% | +108.4% | +17.7% | +52.4% |
| 5Y | +45.3% | -10.6% | +55.9% | +23.7% |
| 10Y | +255.4% | -3.2% | +258.6% | +123.3% |
| All | +1,371.5% | +401.4% | +970.1% | +376.6% |
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