-25.8%
TE vs FITB
+36.9%
-62.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -4.1% |
| 7D | +3.8% | +2.3% | +1.5% | +2.7% |
| 30D | -26.2% | +7.7% | -33.9% | -28.4% |
| 3M | -49.7% | -4.5% | -45.2% | -49.2% |
| 6M | -46.5% | +12.5% | -59.0% | -49.8% |
| YTD | -59.1% | +19.8% | -78.9% | -59.2% |
| 1Y | -25.8% | +34.1% | -60.0% | -30.6% |
| All | -25.8% | +36.9% | -62.7% | -30.6% |
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 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