+7,843.3%
FIX vs FITB
+394.1%
+7,449.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.2% | +5.6% |
| 7D | -17.5% | -1.5% | -15.9% | -17.2% |
| 30D | -41.6% | +5.8% | -47.4% | -42.5% |
| 3M | -40.6% | -6.1% | -34.5% | -39.7% |
| 6M | -49.4% | +5.9% | -55.3% | -50.3% |
| YTD | +9.2% | +16.1% | -6.9% | +4.5% |
| 1Y | +6.5% | +28.8% | -22.4% | -0.8% |
| 3Y | +448.7% | +126.0% | +322.7% | +341.8% |
| 5Y | +948.7% | +45.3% | +903.4% | +830.2% |
| 10Y | +3,659.7% | +255.4% | +3,404.3% | +2,547.1% |
| All | +7,843.3% | +394.1% | +7,449.2% | +5,089.7% |
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