+3,800.0%
FIX vs FITB
+247.7%
+3,552.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.5% | +6.9% | +8.1% |
| 7D | -7.2% | -1.1% | -6.1% | -6.7% |
| 30D | -35.1% | +7.3% | -42.5% | -37.6% |
| 3M | -34.3% | -4.0% | -30.3% | -33.1% |
| 6M | -42.9% | +11.9% | -54.8% | -46.6% |
| YTD | +19.5% | +19.0% | +0.5% | +7.9% |
| 1Y | +16.8% | +31.0% | -14.3% | +0.3% |
| 3Y | +506.7% | +143.8% | +362.9% | +274.0% |
| 5Y | +1,046.7% | +48.9% | +997.8% | +774.9% |
| 10Y | +3,800.0% | +236.6% | +3,563.4% | +1,669.4% |
| All | +3,800.0% | +247.7% | +3,552.3% | +1,669.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling