+31.6%
FITB vs Q
+75.3%
-43.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.0% |
| 7D | +2.8% | +6.7% | -3.9% | +1.9% |
| 30D | -4.5% | -10.6% | +6.1% | -3.2% |
| 3M | +5.7% | -14.6% | +20.3% | +6.7% |
| 6M | +17.1% | +12.1% | +5.0% | +11.0% |
| YTD | +18.3% | +51.3% | -32.9% | +6.3% |
| All | +31.6% | +75.3% | -43.7% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 5y: compounded portfolio wealth divided by compounded Q 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…
5y analysis · Full analysis span regression · 6 months rolling