-19.1%
TE vs FITB
+128.2%
-147.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.3% |
| 7D | +15.0% | -0.4% | +15.4% | +15.5% |
| 30D | -7.5% | -5.1% | -2.4% | -2.3% |
| 3M | -42.0% | +3.5% | -45.5% | -45.2% |
| 6M | -31.4% | +17.2% | -48.6% | -44.6% |
| YTD | -26.5% | +17.6% | -44.1% | -42.2% |
| 1Y | +153.1% | +23.4% | +129.7% | +85.1% |
| All | -19.1% | +128.2% | -147.3% | -71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling