+47.5%
FITB vs TRU
-26.5%
+74.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +2.8% | 0.0% | +2.7% | +2.7% |
| 30D | +9.8% | +21.3% | -11.5% | +1.9% |
| 3M | -5.2% | +0.2% | -5.4% | -6.1% |
| 6M | +17.3% | +22.4% | -5.1% | +6.8% |
| YTD | +19.3% | -4.8% | +24.1% | +18.0% |
| 1Y | +32.7% | -0.2% | +32.9% | +28.6% |
| 3Y | +141.6% | +57.9% | +83.7% | +86.4% |
| All | +47.5% | -26.5% | +74.0% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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