+2,498.9%
MAR vs FITB
+225.8%
+2,273.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -4.2% | +0.6% | -4.8% | -4.3% |
| 30D | -6.7% | -4.7% | -1.9% | -5.3% |
| 3M | -12.5% | +6.7% | -19.2% | -14.4% |
| 6M | +0.6% | +12.6% | -12.0% | -3.3% |
| YTD | +9.1% | +19.1% | -10.0% | +2.8% |
| 1Y | +26.2% | +22.6% | +3.6% | +17.7% |
| 3Y | +68.2% | +127.1% | -59.0% | +28.4% |
| 5Y | +163.9% | +71.8% | +92.1% | +116.9% |
| 10Y | +420.6% | +287.2% | +133.4% | +229.4% |
| All | +2,498.9% | +225.8% | +2,273.2% | +1,281.9% |
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