+304.3%
FITB vs USFR
+28.6%
+275.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | +9.8% | +0.4% | +9.4% | +9.5% |
| 3M | -5.2% | +1.1% | -6.2% | -6.0% |
| 6M | +17.3% | +2.0% | +15.3% | +15.3% |
| YTD | +19.3% | +3.5% | +15.8% | +15.8% |
| 1Y | +32.7% | +4.1% | +28.6% | +28.2% |
| 3Y | +141.6% | +14.4% | +127.2% | +114.8% |
| 5Y | +48.9% | +21.4% | +27.4% | +25.1% |
| 10Y | +216.5% | +28.6% | +188.0% | +152.7% |
| All | +304.3% | +28.6% | +275.7% | +217.9% |
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