+6.5%
FIX vs FITB
+29.0%
-22.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.8% |
| 7D | -17.5% | -1.5% | -15.9% | -17.0% |
| 30D | -41.6% | +5.8% | -47.4% | -43.3% |
| 3M | -40.6% | -6.1% | -34.5% | -38.7% |
| 6M | -49.4% | +5.9% | -55.3% | -51.6% |
| YTD | +9.2% | +16.1% | -6.9% | -5.1% |
| 1Y | +6.5% | +28.8% | -22.4% | -15.4% |
| All | +6.5% | +29.0% | -22.6% | -15.4% |
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 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