+1,049.0%
FIX vs FITB
+48.3%
+1,000.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.5% |
| 7D | -13.9% | +0.5% | -14.4% | -14.1% |
| 30D | -35.5% | +7.0% | -42.6% | -37.7% |
| 3M | -33.9% | -4.4% | -29.6% | -32.7% |
| 6M | -43.3% | +11.6% | -54.9% | -46.7% |
| YTD | +18.7% | +18.6% | 0.0% | +8.0% |
| 1Y | +13.8% | +29.8% | -16.1% | -0.9% |
| 3Y | +495.0% | +140.7% | +354.3% | +292.2% |
| 5Y | +1,049.0% | +48.6% | +1,000.4% | +815.9% |
| All | +1,049.0% | +48.3% | +1,000.7% | +815.9% |
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 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