+110.7%
FITB vs MKTX
+1,445.7%
-1,334.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | -4.5% | +1.0% | -5.5% | -4.9% |
| 3M | +5.7% | +41.3% | -35.6% | -9.1% |
| 6M | +17.1% | -11.3% | +28.4% | +19.2% |
| YTD | +18.3% | -8.6% | +26.9% | +18.5% |
| 1Y | +23.9% | -11.1% | +35.0% | +24.8% |
| 3Y | +131.1% | -24.5% | +155.6% | +135.4% |
| 5Y | +71.1% | -61.4% | +132.5% | +117.2% |
| 10Y | +283.9% | +6.8% | +277.0% | +181.1% |
| All | +110.7% | +1,445.7% | -1,334.9% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling