+48.4%
IR vs FITB
+71.5%
-23.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -2.8% | +0.6% | -3.4% | -3.1% |
| 30D | -15.1% | -4.7% | -10.4% | -13.0% |
| 3M | +6.1% | +6.7% | -0.6% | +2.4% |
| 6M | -16.8% | +12.6% | -29.4% | -21.8% |
| YTD | -3.5% | +19.1% | -22.7% | -12.1% |
| 1Y | -3.5% | +22.6% | -26.1% | -13.6% |
| 3Y | +9.5% | +127.1% | -117.6% | -28.1% |
| All | +48.4% | +71.5% | -23.1% | +12.8% |
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 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