+40,454.4%
LOW vs FITB
+2,854.6%
+37,599.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | +25.6% | +7.0% | +18.6% | +23.5% |
| 3M | +5.3% | -4.8% | +10.1% | +6.7% |
| 6M | +3.7% | +13.5% | -9.8% | +0.3% |
| YTD | -1.9% | +19.1% | -20.9% | -6.5% |
| 1Y | +0.6% | +30.8% | -30.2% | -6.5% |
| 3Y | +26.4% | +141.6% | -115.2% | -0.4% |
| 5Y | +10.1% | +48.3% | -38.2% | -3.5% |
| 10Y | +301.3% | +215.9% | +85.3% | +176.8% |
| All | +40,454.4% | +2,854.6% | +37,599.7% | +14,386.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling