+9.0%
LOW vs FITB
+71.3%
-62.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | +0.4% | +2.8% | -2.5% | -0.7% |
| 30D | -10.1% | -4.5% | -5.6% | -8.5% |
| 3M | -2.9% | +5.7% | -8.5% | -5.0% |
| 6M | -19.4% | +17.1% | -36.5% | -24.3% |
| YTD | -15.4% | +18.3% | -33.8% | -21.2% |
| 1Y | -24.9% | +23.9% | -48.8% | -31.5% |
| 3Y | -7.8% | +131.1% | -138.9% | -34.4% |
| All | +9.0% | +71.3% | -62.3% | -13.3% |
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