+71.1%
FITB vs Z
-67.0%
+138.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.8% | +0.5% |
| 7D | +2.8% | -3.3% | +6.1% | +3.4% |
| 30D | -4.5% | -3.7% | -0.8% | -4.1% |
| 3M | +5.7% | -7.0% | +12.6% | +6.4% |
| 6M | +17.1% | -29.5% | +46.6% | +23.9% |
| YTD | +18.3% | -52.6% | +70.9% | +34.2% |
| 1Y | +23.9% | -64.0% | +87.9% | +47.9% |
| 3Y | +131.1% | -36.4% | +167.5% | +138.8% |
| 5Y | +71.1% | -65.8% | +136.8% | +66.6% |
| All | +71.1% | -67.0% | +138.1% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling