-24.7%
LOW vs FITB
+24.5%
-49.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.2% |
| 7D | -2.6% | -1.0% | -1.6% | -2.2% |
| 30D | -11.1% | -5.5% | -5.6% | -9.2% |
| 3M | -8.5% | +4.1% | -12.6% | -9.9% |
| 6M | -20.8% | +18.7% | -39.6% | -25.8% |
| YTD | -17.2% | +18.2% | -35.4% | -22.8% |
| 1Y | -24.7% | +23.7% | -48.4% | -31.8% |
| All | -24.7% | +24.5% | -49.2% | -31.8% |
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 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