+135.0%
GOOG vs FITB
+68.4%
+66.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -2.5% | -1.0% | -1.5% | -2.2% |
| 30D | -3.6% | -5.5% | +1.9% | -2.1% |
| 3M | -6.4% | +4.1% | -10.5% | -7.7% |
| 6M | +7.8% | +18.7% | -10.9% | +2.2% |
| YTD | +5.5% | +18.2% | -12.7% | -0.4% |
| 1Y | +38.3% | +23.7% | +14.6% | +28.5% |
| 3Y | +143.1% | +130.8% | +12.3% | +81.7% |
| 5Y | +135.0% | +69.8% | +65.2% | +96.1% |
| All | +135.0% | +68.4% | +66.6% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling