+62.5%
T vs FITB
+208.7%
-146.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.1% |
| 7D | +1.6% | +0.8% | +0.8% | +1.4% |
| 30D | -2.9% | +7.3% | -10.3% | -4.7% |
| 3M | -7.5% | -6.3% | -1.2% | -6.0% |
| 6M | -9.9% | +12.6% | -22.5% | -12.8% |
| YTD | -6.4% | +18.0% | -24.4% | -11.2% |
| 1Y | -9.4% | +28.9% | -38.3% | -16.1% |
| 3Y | +64.9% | +139.4% | -74.6% | +25.6% |
| 5Y | +57.0% | +47.2% | +9.7% | +33.6% |
| All | +62.5% | +208.7% | -146.3% | +5.2% |
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