+1,872.1%
T vs FITB
+2,855.6%
-983.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.8% | -1.9% |
| 7D | -1.3% | +0.6% | -1.9% | -1.4% |
| 30D | +11.4% | -4.7% | +16.1% | +12.3% |
| 3M | +14.3% | +6.7% | +7.6% | +12.9% |
| 6M | -9.3% | +12.6% | -21.8% | -11.4% |
| YTD | +7.1% | +19.1% | -12.0% | +3.3% |
| 1Y | -9.1% | +22.6% | -31.7% | -12.9% |
| 3Y | +105.3% | +127.1% | -21.8% | +74.2% |
| 5Y | +66.8% | +71.8% | -5.0% | +46.2% |
| 10Y | +66.8% | +287.2% | -220.4% | +22.2% |
| All | +1,872.1% | +2,855.6% | -983.5% | +722.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling