-79.9%
TE vs FITB
+132.3%
-212.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.9% | -6.6% | -7.2% |
| 7D | -13.6% | +0.8% | -14.4% | -13.9% |
| 30D | -37.7% | +7.3% | -45.0% | -39.3% |
| 3M | -59.8% | -6.3% | -53.5% | -58.8% |
| 6M | -66.3% | +12.6% | -78.9% | -67.7% |
| YTD | -70.5% | +18.0% | -88.5% | -72.5% |
| 1Y | -48.8% | +28.9% | -77.7% | -53.8% |
| 3Y | +31.3% | +139.4% | -108.1% | +4.2% |
| 5Y | -82.0% | +47.2% | -129.3% | -84.9% |
| All | -79.9% | +132.3% | -212.2% | -83.7% |
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