+24.2%
FIX vs FITB
+30.8%
-6.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | +9.4% | +2.8% | +6.7% | +8.2% |
| 30D | -27.8% | +9.8% | -37.6% | -30.9% |
| 3M | -35.6% | -5.2% | -30.4% | -33.8% |
| 6M | -45.2% | +17.3% | -62.6% | -50.2% |
| YTD | +19.5% | +19.3% | +0.2% | +4.9% |
| 1Y | +24.2% | +32.7% | -8.5% | +1.9% |
| All | +24.2% | +30.8% | -6.5% | +1.9% |
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