+127.0%
FITB vs P
+158.6%
-31.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | +0.6% | +6.5% | -5.9% | 0.0% |
| 30D | -4.7% | +18.8% | -23.6% | -6.4% |
| 3M | +6.7% | +26.7% | -20.1% | +3.8% |
| 6M | +12.6% | +62.2% | -49.6% | +5.9% |
| YTD | +19.1% | +48.5% | -29.4% | +12.7% |
| 1Y | +22.6% | +26.4% | -3.8% | +16.4% |
| All | +127.0% | +158.6% | -31.6% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling