+319.8%
FITB vs P
+485.4%
-165.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | +0.6% | +6.5% | -5.9% | -0.8% |
| 30D | -4.7% | +18.8% | -23.6% | -8.8% |
| 3M | +6.7% | +26.7% | -20.1% | -0.2% |
| 6M | +12.6% | +62.2% | -49.6% | -1.8% |
| YTD | +19.1% | +48.5% | -29.4% | +5.1% |
| 1Y | +22.6% | +26.4% | -3.8% | +9.6% |
| 3Y | +127.1% | +159.4% | -32.3% | +54.9% |
| 5Y | +71.8% | +275.8% | -204.0% | +1.5% |
| 10Y | +287.2% | +732.0% | -444.8% | +72.7% |
| All | +319.8% | +485.4% | -165.5% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling