+58.5%
ON vs FITB
+71.1%
-12.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.8% | -4.0% |
| 7D | -2.2% | +2.8% | -5.0% | -4.0% |
| 30D | -12.4% | -4.5% | -7.9% | -9.6% |
| 3M | -41.2% | +5.7% | -46.9% | -43.8% |
| 6M | +25.0% | +17.1% | +7.9% | +10.8% |
| YTD | +31.3% | +18.3% | +12.9% | +14.9% |
| 1Y | +45.4% | +23.9% | +21.5% | +22.7% |
| 3Y | -27.4% | +131.1% | -158.5% | -59.9% |
| 5Y | +58.5% | +71.1% | -12.6% | +18.7% |
| All | +58.5% | +71.1% | -12.6% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling