+3,553.2%
FIX vs FITB
+212.2%
+3,341.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -2.0% |
| 7D | +9.4% | +2.8% | +6.7% | +8.0% |
| 30D | -27.8% | +9.8% | -37.6% | -31.4% |
| 3M | -35.6% | -5.2% | -30.4% | -34.0% |
| 6M | -45.2% | +17.3% | -62.6% | -50.0% |
| YTD | +19.5% | +19.3% | +0.2% | +7.8% |
| 1Y | +24.2% | +32.7% | -8.5% | +5.9% |
| 3Y | +494.2% | +141.6% | +352.6% | +268.1% |
| 5Y | +1,036.1% | +48.9% | +987.3% | +767.1% |
| All | +3,553.2% | +212.2% | +3,341.0% | +1,627.4% |
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