-8.4%
T vs FITB
+24.5%
-32.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.1% | +1.6% |
| 7D | -2.4% | -1.0% | -1.5% | -2.4% |
| 30D | +4.3% | -5.5% | +9.8% | +4.5% |
| 3M | +11.6% | +4.1% | +7.4% | +11.6% |
| 6M | -5.6% | +18.7% | -24.3% | -5.4% |
| YTD | +6.6% | +18.2% | -11.6% | +5.2% |
| 1Y | -8.4% | +23.7% | -32.0% | -9.5% |
| All | -8.4% | +24.5% | -32.9% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling