+39,776.7%
LOW vs FITB
+2,860.1%
+36,916.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +1.4% | +2.8% | -1.3% | +0.7% |
| 30D | +21.7% | +9.8% | +11.9% | +18.8% |
| 3M | +5.0% | -5.2% | +10.2% | +6.5% |
| 6M | +4.6% | +17.3% | -12.7% | +0.2% |
| YTD | -3.5% | +19.3% | -22.8% | -8.1% |
| 1Y | +0.5% | +32.7% | -32.1% | -6.8% |
| 3Y | +24.8% | +141.6% | -116.8% | -1.7% |
| 5Y | +6.5% | +48.9% | -42.4% | -6.8% |
| 10Y | +294.6% | +216.5% | +78.0% | +172.0% |
| All | +39,776.7% | +2,860.1% | +36,916.7% | +14,137.9% |
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