+285.6%
FITB vs Z
-5.7%
+291.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -0.4% | -7.1% | +6.7% | +1.1% |
| 30D | -5.1% | -4.8% | -0.4% | -4.5% |
| 3M | +3.5% | -9.3% | +12.9% | +4.9% |
| 6M | +17.2% | -29.0% | +46.2% | +24.6% |
| YTD | +17.6% | -52.9% | +70.5% | +35.6% |
| 1Y | +23.4% | -63.1% | +86.5% | +49.4% |
| 3Y | +129.7% | -36.9% | +166.6% | +138.5% |
| 5Y | +68.4% | -65.5% | +133.9% | +86.1% |
| 10Y | +285.6% | -3.9% | +289.5% | +176.3% |
| All | +285.6% | -5.7% | +291.3% | +176.3% |
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