+58.8%
T vs FITB
+231.2%
-172.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.7% |
| 7D | +2.6% | +0.5% | +2.1% | +2.4% |
| 30D | -1.1% | +7.0% | -8.1% | -2.8% |
| 3M | -7.7% | -4.4% | -3.4% | -6.8% |
| 6M | -10.6% | +11.6% | -22.2% | -13.3% |
| YTD | -7.5% | +18.6% | -26.1% | -12.3% |
| 1Y | -7.4% | +29.8% | -37.3% | -14.4% |
| 3Y | +63.1% | +140.7% | -77.6% | +24.2% |
| 5Y | +55.2% | +48.6% | +6.6% | +31.8% |
| 10Y | +58.8% | +224.4% | -165.6% | +4.2% |
| All | +58.8% | +231.2% | -172.4% | +4.2% |
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