+5.1%
GOOG vs FITB
+30.8%
-25.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | +3.0% | +2.8% | +0.3% | +2.6% |
| 30D | -14.9% | +9.8% | -24.7% | -16.2% |
| 3M | -14.9% | -5.2% | -9.7% | -14.3% |
| 6M | -26.6% | +17.3% | -43.9% | -28.5% |
| YTD | -6.6% | +19.3% | -25.9% | -9.2% |
| 1Y | +5.1% | +32.7% | -27.6% | +2.4% |
| All | +5.1% | +30.8% | -25.7% | +2.4% |
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 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