+71.6%
FITB vs PL
+46.6%
+25.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +14.5% | -12.0% | +1.0% |
| 7D | -1.1% | +10.9% | -12.0% | -2.4% |
| 30D | +7.3% | -16.4% | +23.7% | +8.9% |
| 3M | -4.0% | -39.9% | +36.0% | +0.6% |
| 6M | +11.9% | -63.2% | +75.1% | +21.7% |
| YTD | +19.0% | -27.1% | +46.1% | +17.1% |
| 1Y | +31.0% | +12.2% | +18.9% | +21.2% |
| 3Y | +143.8% | +584.3% | -440.5% | +60.0% |
| 5Y | +48.9% | +37.0% | +11.9% | +7.5% |
| All | +71.6% | +46.6% | +25.0% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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