+303.7%
FITB vs USFR
+27.5%
+276.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | -4.7% | +0.3% | -5.0% | -5.0% |
| 3M | +6.7% | +1.0% | +5.7% | +5.8% |
| 6M | +12.6% | +1.9% | +10.6% | +10.7% |
| YTD | +19.1% | +2.6% | +16.5% | +16.5% |
| 1Y | +22.6% | +4.0% | +18.6% | +18.5% |
| 3Y | +127.1% | +14.1% | +113.0% | +102.3% |
| 5Y | +71.8% | +20.4% | +51.4% | +45.4% |
| 10Y | +287.2% | +28.0% | +259.2% | +210.4% |
| All | +303.7% | +27.5% | +276.1% | +219.7% |
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 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