+55.3%
O vs FITB
+282.4%
-227.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -2.3% | -0.4% | -1.9% | -2.1% |
| 30D | -2.4% | -5.1% | +2.7% | -0.9% |
| 3M | -0.6% | +3.5% | -4.1% | -1.9% |
| 6M | -5.0% | +17.2% | -22.2% | -10.1% |
| YTD | +10.4% | +17.6% | -7.3% | +3.9% |
| 1Y | +6.6% | +23.4% | -16.8% | -1.6% |
| 3Y | +28.4% | +129.7% | -101.4% | -6.6% |
| 5Y | +15.3% | +68.4% | -53.1% | -10.6% |
| 10Y | +55.3% | +285.6% | -230.3% | -15.2% |
| All | +55.3% | +282.4% | -227.1% | -15.2% |
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