+44.7%
FITB vs Z
-55.4%
+100.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.3% |
| 7D | -1.5% | -4.6% | +3.0% | -0.8% |
| 30D | +5.8% | +8.3% | -2.5% | +3.6% |
| 3M | -6.1% | -11.6% | +5.5% | -4.6% |
| 6M | +5.9% | -33.6% | +39.6% | +13.9% |
| YTD | +16.1% | -56.7% | +72.8% | +35.3% |
| 1Y | +28.8% | -59.1% | +88.0% | +51.8% |
| 3Y | +126.0% | -20.4% | +146.4% | +120.5% |
| All | +44.7% | -55.4% | +100.1% | +43.9% |
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