+1,381.0%
NET vs FITB
+155.5%
+1,225.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.0% | -3.0% |
| 7D | -16.4% | +2.3% | -18.7% | -16.9% |
| 30D | -25.8% | +7.7% | -33.6% | -27.4% |
| 3M | -11.5% | -4.5% | -7.0% | -10.5% |
| 6M | +18.9% | +12.5% | +6.4% | +14.6% |
| YTD | +35.2% | +19.8% | +15.4% | +27.5% |
| 1Y | +14.5% | +34.1% | -19.7% | +4.5% |
| 3Y | +313.8% | +130.2% | +183.6% | +227.9% |
| 5Y | +32.6% | +50.2% | -17.7% | +12.2% |
| All | +1,381.0% | +155.5% | +1,225.5% | +1,253.7% |
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