+278.4%
FITB vs Z
+4.8%
+273.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.8% |
| 7D | +0.5% | -6.5% | +6.9% | +1.7% |
| 30D | +7.0% | -0.1% | +7.1% | +6.5% |
| 3M | -4.4% | -14.1% | +9.8% | -2.2% |
| 6M | +11.6% | -30.1% | +41.6% | +18.4% |
| YTD | +18.6% | -57.5% | +76.1% | +38.4% |
| 1Y | +29.8% | -60.3% | +90.2% | +53.5% |
| 3Y | +140.7% | -21.0% | +161.7% | +137.0% |
| 5Y | +48.6% | -54.9% | +103.5% | +56.5% |
| 10Y | +224.4% | -16.0% | +240.4% | +142.7% |
| All | +278.4% | +4.8% | +273.6% | +166.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling