+11,791.0%
GOOGL vs FITB
+123.1%
+11,667.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | +3.9% | +2.8% | +1.1% | +3.3% |
| 30D | -14.9% | +9.8% | -24.7% | -16.5% |
| 3M | -14.6% | -5.2% | -9.4% | -13.8% |
| 6M | -26.4% | +17.3% | -43.8% | -28.8% |
| YTD | -5.3% | +19.3% | -24.6% | -8.9% |
| 1Y | +6.5% | +32.7% | -26.2% | +0.3% |
| 3Y | +126.0% | +141.6% | -15.5% | +88.1% |
| 5Y | +100.8% | +48.9% | +52.0% | +80.8% |
| 10Y | +673.8% | +216.5% | +457.3% | +477.6% |
| All | +11,791.0% | +123.1% | +11,667.9% | +8,589.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling