+102.8%
GOOGL vs FITB
+47.5%
+55.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +5.7% | +0.8% | +4.9% | +5.4% |
| 30D | -15.6% | +7.3% | -22.9% | -17.4% |
| 3M | -13.0% | -6.3% | -6.7% | -11.5% |
| 6M | -22.8% | +12.6% | -35.3% | -25.9% |
| YTD | -4.4% | +18.0% | -22.4% | -9.9% |
| 1Y | +4.5% | +28.9% | -24.4% | -4.4% |
| 3Y | +127.4% | +139.4% | -12.0% | +66.2% |
| 5Y | +102.8% | +47.2% | +55.6% | +78.5% |
| All | +102.8% | +47.5% | +55.3% | +78.5% |
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