+281.8%
GE vs FITB
+133.7%
+148.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | +1.2% | +2.8% | -1.7% | +0.1% |
| 30D | -9.5% | -4.5% | -5.0% | -7.9% |
| 3M | +4.1% | +5.7% | -1.5% | +2.0% |
| 6M | +3.9% | +17.1% | -13.2% | -2.0% |
| YTD | +9.0% | +18.3% | -9.3% | +2.4% |
| 1Y | +21.9% | +23.9% | -2.0% | +12.5% |
| 3Y | +281.8% | +131.1% | +150.7% | +208.4% |
| All | +281.8% | +133.7% | +148.1% | +208.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling