+66.7%
FITB vs MKTX
-60.5%
+127.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.3% | -0.2% | 0.0% | -0.2% |
| 30D | -5.7% | +0.7% | -6.4% | -5.8% |
| 3M | +3.2% | +40.8% | -37.6% | -1.9% |
| 6M | +23.4% | -8.0% | +31.4% | +25.0% |
| YTD | +18.8% | -8.7% | +27.5% | +20.3% |
| 1Y | +25.0% | -11.8% | +36.8% | +27.2% |
| 3Y | +131.2% | -24.0% | +155.2% | +135.8% |
| All | +66.7% | -60.5% | +127.2% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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