+424.9%
MAR vs FITB
+288.7%
+136.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -1.0% |
| 7D | -2.1% | -1.0% | -1.1% | -1.6% |
| 30D | -5.7% | -5.5% | -0.1% | -2.9% |
| 3M | -14.6% | +4.1% | -18.7% | -16.7% |
| 6M | +1.3% | +18.7% | -17.4% | -7.9% |
| YTD | +6.7% | +18.2% | -11.5% | -3.3% |
| 1Y | +26.4% | +23.7% | +2.8% | +11.6% |
| 3Y | +64.7% | +130.8% | -66.0% | +2.2% |
| 5Y | +153.1% | +69.8% | +83.3% | +79.1% |
| All | +424.9% | +288.7% | +136.2% | +145.5% |
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 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