+12,471.5%
FIX vs FITB
+406.9%
+12,064.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +6.0% | +0.6% | +5.4% | +5.8% |
| 30D | -7.2% | -4.7% | -2.5% | -6.1% |
| 3M | -15.9% | +6.7% | -22.5% | -17.4% |
| 6M | +12.7% | +12.6% | +0.2% | +9.2% |
| YTD | +72.8% | +19.1% | +53.7% | +64.6% |
| 1Y | +122.9% | +22.6% | +100.3% | +110.5% |
| 3Y | +774.3% | +127.1% | +647.2% | +602.0% |
| 5Y | +2,049.5% | +71.8% | +1,977.7% | +1,731.7% |
| 10Y | +5,821.5% | +287.2% | +5,534.3% | +3,995.4% |
| All | +12,471.5% | +406.9% | +12,064.6% | +8,073.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling