+206.5%
FITB vs Z
-16.5%
+223.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | +0.4% |
| 7D | +2.8% | +0.8% | +1.9% | +2.5% |
| 30D | +9.8% | +5.2% | +4.6% | +8.1% |
| 3M | -5.2% | -17.0% | +11.9% | -2.2% |
| 6M | +17.3% | -22.7% | +40.0% | +22.0% |
| YTD | +19.3% | -56.3% | +75.6% | +38.9% |
| 1Y | +32.7% | -57.7% | +90.3% | +55.3% |
| 3Y | +141.6% | -16.5% | +158.1% | +134.6% |
| 5Y | +48.9% | -53.4% | +102.3% | +55.7% |
| All | +206.5% | -16.5% | +223.0% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling