+28.8%
FITB vs P
-0.9%
+29.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -0.8% |
| 7D | -1.5% | -23.8% | +22.3% | -1.0% |
| 30D | +5.8% | -36.6% | +42.4% | +6.8% |
| 3M | -6.1% | +10.9% | -17.0% | -6.4% |
| 6M | +5.9% | +30.0% | -24.0% | +4.8% |
| YTD | +16.1% | +44.4% | -28.3% | +14.2% |
| 1Y | +28.8% | +3.9% | +24.9% | +25.6% |
| All | +28.8% | -0.9% | +29.7% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling