+82.4%
O vs FITB
+224.9%
-142.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +3.5% | +0.5% | +3.1% | +3.4% |
| 30D | +10.4% | +7.0% | +3.4% | +7.9% |
| 3M | -2.4% | -4.4% | +1.9% | -1.1% |
| 6M | -1.2% | +11.6% | -12.8% | -5.0% |
| YTD | +10.4% | +18.6% | -8.2% | +3.4% |
| 1Y | +11.4% | +29.8% | -18.4% | +1.2% |
| 3Y | +40.4% | +140.7% | -100.3% | +0.1% |
| 5Y | +12.1% | +48.6% | -36.5% | -8.7% |
| All | +82.4% | +224.9% | -142.6% | -7.3% |
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