+13,507.3%
GOOGL vs FITB
+122.8%
+13,384.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.3% | +0.6% | -2.9% | -2.4% |
| 30D | -6.6% | -4.7% | -1.8% | -5.7% |
| 3M | -8.9% | +6.7% | -15.6% | -10.2% |
| 6M | +11.9% | +12.6% | -0.7% | +9.2% |
| YTD | +8.3% | +19.1% | -10.8% | +4.4% |
| 1Y | +46.2% | +22.6% | +23.6% | +39.8% |
| 3Y | +151.9% | +127.1% | +24.7% | +111.8% |
| 5Y | +137.7% | +71.8% | +65.9% | +108.3% |
| 10Y | +757.6% | +287.2% | +470.4% | +518.9% |
| All | +13,507.3% | +122.8% | +13,384.5% | +9,857.8% |
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