-21.1%
LOW vs FITB
+23.7%
-44.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -1.7% | +0.6% | -2.3% | -2.0% |
| 30D | -7.0% | -4.7% | -2.3% | -5.3% |
| 3M | -0.9% | +6.7% | -7.6% | -3.3% |
| 6M | -20.1% | +12.6% | -32.6% | -24.1% |
| YTD | -13.9% | +19.1% | -33.0% | -19.8% |
| 1Y | -21.1% | +22.6% | -43.8% | -29.1% |
| All | -21.1% | +23.7% | -44.8% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling