+244.2%
FITB vs P
+713.7%
-469.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.5% |
| 7D | -1.5% | -23.8% | +22.3% | +3.7% |
| 30D | +5.8% | -36.6% | +42.4% | +15.4% |
| 3M | -6.1% | +10.9% | -17.0% | -10.4% |
| 6M | +5.9% | +30.0% | -24.0% | -4.6% |
| YTD | +16.1% | +44.4% | -28.3% | +0.6% |
| 1Y | +28.8% | +3.9% | +24.9% | +18.6% |
| 3Y | +126.0% | +176.6% | -50.6% | +44.3% |
| 5Y | +45.3% | +249.3% | -204.0% | -17.6% |
| All | +244.2% | +713.7% | -469.5% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling