+1,449.6%
NET vs FITB
+154.1%
+1,295.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -7.0% | +0.6% | -7.6% | -7.2% |
| 30D | -4.8% | -4.7% | -0.1% | -3.5% |
| 3M | +3.8% | +6.7% | -2.9% | +1.8% |
| 6M | +50.0% | +12.6% | +37.5% | +44.5% |
| YTD | +41.5% | +19.1% | +22.4% | +33.8% |
| 1Y | +32.8% | +22.6% | +10.2% | +24.4% |
| 3Y | +335.9% | +127.1% | +208.8% | +247.2% |
| 5Y | +113.8% | +71.8% | +42.0% | +80.8% |
| All | +1,449.6% | +154.1% | +1,295.5% | +1,321.0% |
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 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