+154.1%
MAR vs FITB
+70.3%
+83.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.3% |
| 3M | -15.6% | +3.5% | -19.1% | -17.3% |
| 6M | +1.2% | +17.2% | -16.0% | -6.7% |
| YTD | +7.5% | +17.6% | -10.1% | -1.5% |
| 1Y | +26.6% | +23.4% | +3.3% | +13.1% |
| 3Y | +66.0% | +129.7% | -63.8% | +9.2% |
| 5Y | +154.1% | +68.4% | +85.7% | +93.6% |
| All | +154.1% | +70.3% | +83.8% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling