+780.7%
GOOG vs FITB
+290.8%
+489.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -2.0% | -5.7% | +3.7% | -0.4% |
| 3M | -5.9% | +3.2% | -9.0% | -6.8% |
| 6M | +8.9% | +23.4% | -14.5% | +2.4% |
| YTD | +7.1% | +18.8% | -11.7% | +1.4% |
| 1Y | +39.7% | +25.0% | +14.7% | +30.0% |
| 3Y | +145.8% | +131.2% | +14.6% | +88.8% |
| 5Y | +138.6% | +70.7% | +67.9% | +96.6% |
| All | +780.7% | +290.8% | +489.9% | +466.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling