+236.6%
FITB vs P
+748.5%
-511.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.3% | -3.8% | +1.2% |
| 7D | -1.1% | -9.6% | +8.5% | +0.6% |
| 30D | +7.3% | -33.4% | +40.8% | +15.8% |
| 3M | -4.0% | +14.2% | -18.2% | -9.0% |
| 6M | +11.9% | +31.6% | -19.7% | +0.6% |
| YTD | +19.0% | +53.5% | -34.5% | +1.8% |
| 1Y | +31.0% | +14.2% | +16.9% | +18.1% |
| 3Y | +143.8% | +190.5% | -46.7% | +54.3% |
| 5Y | +48.9% | +256.3% | -207.5% | -15.4% |
| 10Y | +236.6% | +707.9% | -471.2% | +42.3% |
| All | +236.6% | +748.5% | -511.9% | +42.3% |
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