+40.0%
O vs FITB
+136.2%
-96.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.3% |
| 7D | +3.3% | -1.1% | +4.4% | +3.5% |
| 30D | +10.3% | +7.3% | +3.0% | +8.8% |
| 3M | -3.5% | -4.0% | +0.5% | -2.8% |
| 6M | -1.3% | +11.9% | -13.2% | -3.5% |
| YTD | +10.3% | +19.0% | -8.7% | +6.2% |
| 1Y | +10.4% | +31.0% | -20.6% | +4.2% |
| 3Y | +40.0% | +143.8% | -103.8% | +6.0% |
| All | +40.0% | +136.2% | -96.2% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling