+8.9%
GE vs FITB
+36.9%
-28.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.3% | +2.1% |
| 7D | +9.4% | +2.3% | +7.1% | +8.3% |
| 30D | +7.5% | +7.7% | -0.2% | +4.0% |
| 3M | -12.5% | -4.5% | -8.1% | -10.5% |
| 6M | +17.8% | +12.5% | +5.3% | +10.8% |
| YTD | +7.4% | +19.8% | -12.4% | +0.2% |
| 1Y | +8.9% | +34.1% | -25.3% | -0.1% |
| All | +8.9% | +36.9% | -28.0% | -0.1% |
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