+227.5%
LOW vs FITB
+290.8%
-63.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -3.7% | -0.3% | -3.5% | -3.6% |
| 30D | -8.9% | -5.7% | -3.2% | -6.8% |
| 3M | -10.4% | +3.2% | -13.6% | -11.6% |
| 6M | -19.4% | +23.4% | -42.8% | -25.9% |
| YTD | -17.1% | +18.8% | -35.9% | -23.0% |
| 1Y | -26.3% | +25.0% | -51.2% | -33.1% |
| 3Y | -9.9% | +131.2% | -141.1% | -36.9% |
| 5Y | +6.1% | +70.7% | -64.6% | -18.9% |
| All | +227.5% | +290.8% | -63.3% | +61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling