+948.1%
FIX vs FITB
+44.6%
+903.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -39.0% |
| 6M | -49.4% | +5.9% | -55.3% | -51.2% |
| YTD | +9.2% | +16.1% | -6.9% | +0.3% |
| 1Y | +6.5% | +28.8% | -22.4% | -7.0% |
| 3Y | +448.7% | +126.0% | +322.7% | +271.4% |
| All | +948.1% | +44.6% | +903.5% | +745.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling