+591.8%
ON vs FITB
+282.4%
+309.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.3% |
| 7D | -1.9% | -0.4% | -1.5% | -1.6% |
| 30D | -11.0% | -5.1% | -5.9% | -7.8% |
| 3M | -39.3% | +3.5% | -42.9% | -41.1% |
| 6M | +19.8% | +17.2% | +2.6% | +6.5% |
| YTD | +31.1% | +17.6% | +13.4% | +15.8% |
| 1Y | +46.0% | +23.4% | +22.6% | +24.2% |
| 3Y | -27.5% | +129.7% | -157.3% | -59.8% |
| 5Y | +56.9% | +68.4% | -11.5% | +5.6% |
| 10Y | +591.8% | +285.6% | +306.2% | +162.0% |
| All | +591.8% | +282.4% | +309.4% | +162.0% |
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 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