+32.6%
NET vs FITB
+47.9%
-15.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.0% | -3.4% |
| 7D | -16.4% | +2.3% | -18.7% | -17.6% |
| 30D | -25.8% | +7.7% | -33.6% | -29.3% |
| 3M | -11.5% | -4.5% | -7.0% | -9.4% |
| 6M | +18.9% | +12.5% | +6.4% | +9.2% |
| YTD | +35.2% | +19.8% | +15.4% | +17.7% |
| 1Y | +14.5% | +34.1% | -19.7% | -7.7% |
| 3Y | +313.8% | +130.2% | +183.6% | +119.3% |
| 5Y | +32.6% | +50.2% | -17.7% | -5.0% |
| All | +32.6% | +47.9% | -15.3% | -5.0% |
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 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