-53.1%
TE vs FITB
+133.9%
-186.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.5% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -5.9% | -5.7% | -0.2% | -3.9% |
| 3M | -45.6% | +3.2% | -48.7% | -46.5% |
| 6M | -43.4% | +23.4% | -66.8% | -47.9% |
| YTD | -31.0% | +18.8% | -49.8% | -35.8% |
| 1Y | +145.2% | +25.0% | +120.2% | +123.7% |
| 3Y | -24.1% | +131.2% | -155.3% | -39.3% |
| 5Y | -48.1% | +70.7% | -118.8% | -56.8% |
| All | -53.1% | +133.9% | -186.9% | -62.0% |
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