+27.4%
MAR vs FITB
+24.0%
+3.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | -0.5% | -0.4% | -0.1% | -0.3% |
| 30D | -4.7% | -5.1% | +0.5% | -2.7% |
| 3M | -15.6% | +3.5% | -19.1% | -17.2% |
| 6M | +1.2% | +17.2% | -16.0% | -6.3% |
| YTD | +7.5% | +17.6% | -10.1% | -1.1% |
| All | +27.4% | +24.0% | +3.4% | +11.3% |
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 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