+64.6%
MAR vs FITB
+133.7%
-69.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | -1.7% | +2.8% | -4.6% | -3.0% |
| 30D | -6.9% | -4.5% | -2.4% | -5.0% |
| 3M | -15.8% | +5.7% | -21.5% | -18.3% |
| 6M | +1.9% | +17.1% | -15.2% | -5.9% |
| YTD | +6.6% | +18.3% | -11.7% | -2.5% |
| 1Y | +23.7% | +23.9% | -0.2% | +10.3% |
| 3Y | +64.6% | +131.1% | -66.5% | +21.0% |
| All | +64.6% | +133.7% | -69.1% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling