+740.7%
GOOGL vs FITB
+288.7%
+451.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.5% |
| 7D | -2.8% | -1.0% | -1.8% | -2.6% |
| 30D | -3.2% | -5.5% | +2.3% | -1.7% |
| 3M | -6.6% | +4.1% | -10.7% | -7.8% |
| 6M | +8.5% | +18.7% | -10.3% | +3.1% |
| YTD | +6.5% | +18.2% | -11.7% | +1.0% |
| 1Y | +39.4% | +23.7% | +15.8% | +30.2% |
| 3Y | +146.2% | +130.8% | +15.4% | +89.4% |
| 5Y | +138.3% | +69.8% | +68.6% | +96.8% |
| All | +740.7% | +288.7% | +451.9% | +444.3% |
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