+68.4%
FITB vs USFR
+20.4%
+48.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.4% | +0.1% | -0.4% | -0.2% |
| 30D | -5.1% | +0.3% | -5.4% | -4.1% |
| 3M | +3.5% | +1.0% | +2.6% | +7.3% |
| 6M | +17.2% | +1.9% | +15.3% | +25.7% |
| YTD | +17.6% | +2.7% | +15.0% | +29.0% |
| 1Y | +23.4% | +4.0% | +19.4% | +40.9% |
| 3Y | +129.7% | +14.0% | +115.7% | +282.0% |
| 5Y | +68.4% | +20.4% | +48.0% | +268.7% |
| All | +68.4% | +20.4% | +48.0% | +268.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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