+122.9%
FIX vs FITB
+23.7%
+99.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +6.0% | +0.6% | +5.4% | +5.7% |
| 30D | -7.2% | -4.7% | -2.5% | -5.1% |
| 3M | -15.9% | +6.7% | -22.5% | -19.1% |
| 6M | +12.7% | +12.6% | +0.2% | +4.7% |
| YTD | +72.8% | +19.1% | +53.7% | +55.3% |
| 1Y | +122.9% | +22.6% | +100.3% | +88.8% |
| All | +122.9% | +23.7% | +99.2% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling