+48.3%
FITB vs RF
+45.4%
+2.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | -0.6% | -1.3% | +0.8% | +0.6% |
| 30D | +7.0% | +4.6% | +2.4% | +2.8% |
| 3M | -4.8% | -8.4% | +3.7% | +3.1% |
| 6M | +13.5% | +8.9% | +4.7% | +5.3% |
| YTD | +19.1% | +8.8% | +10.3% | +10.5% |
| 1Y | +30.8% | +18.9% | +11.9% | +12.2% |
| 3Y | +141.6% | +116.0% | +25.6% | +18.8% |
| 5Y | +48.3% | +46.0% | +2.2% | +3.2% |
| All | +48.3% | +45.4% | +2.8% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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