+27.6%
IR vs FITB
+123.2%
-95.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.8% |
| 7D | +3.7% | -1.5% | +5.2% | +4.6% |
| 30D | +7.4% | +5.8% | +1.6% | +3.9% |
| 3M | -5.9% | -6.1% | +0.2% | -2.6% |
| 6M | +5.6% | +5.9% | -0.4% | +1.7% |
| YTD | +4.8% | +16.1% | -11.3% | -4.2% |
| 1Y | +6.9% | +28.8% | -21.9% | -7.7% |
| 3Y | +27.6% | +126.0% | -98.5% | -0.5% |
| All | +27.6% | +123.2% | -95.7% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling