+303.5%
FITB vs USFR
+28.6%
+274.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +7.0% | +0.4% | +6.7% | +6.7% |
| 3M | -4.8% | +1.1% | -5.8% | -5.6% |
| 6M | +13.5% | +2.1% | +11.5% | +11.6% |
| YTD | +19.1% | +3.4% | +15.6% | +15.6% |
| 1Y | +30.8% | +4.1% | +26.7% | +26.3% |
| 3Y | +141.6% | +14.4% | +127.2% | +114.8% |
| 5Y | +48.3% | +21.4% | +26.8% | +24.6% |
| 10Y | +215.9% | +28.5% | +187.4% | +152.3% |
| All | +303.5% | +28.6% | +274.9% | +217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling