+132.5%
GOOGL vs FITB
+70.3%
+62.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -1.9% | -0.4% | -1.5% | -1.7% |
| 30D | -7.5% | -5.1% | -2.3% | -6.1% |
| 3M | -9.2% | +3.5% | -12.7% | -10.2% |
| 6M | +8.1% | +17.2% | -9.2% | +2.9% |
| YTD | +5.8% | +17.6% | -11.8% | +0.2% |
| 1Y | +38.3% | +23.4% | +15.0% | +28.7% |
| 3Y | +144.8% | +129.7% | +15.0% | +83.9% |
| 5Y | +132.5% | +68.4% | +64.1% | +95.2% |
| All | +132.5% | +70.3% | +62.3% | +95.2% |
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