-9.8%
T vs FITB
+30.8%
-40.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +2.5% | +2.8% | -0.2% | +2.4% |
| 30D | -3.8% | +9.8% | -13.6% | -4.3% |
| 3M | -8.7% | -5.2% | -3.6% | -8.8% |
| 6M | -8.1% | +17.3% | -25.4% | -7.7% |
| YTD | -6.4% | +19.3% | -25.7% | -7.9% |
| 1Y | -9.8% | +32.7% | -42.5% | -12.1% |
| All | -9.8% | +30.8% | -40.5% | -12.1% |
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