-45.4%
TE vs FITB
+70.3%
-115.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.5% |
| 7D | +15.0% | -0.4% | +15.4% | +15.3% |
| 30D | -7.5% | -5.1% | -2.4% | -3.7% |
| 3M | -42.0% | +3.5% | -45.5% | -44.2% |
| 6M | -31.4% | +17.2% | -48.6% | -40.8% |
| YTD | -26.5% | +17.6% | -44.1% | -37.3% |
| 1Y | +153.1% | +23.4% | +129.7% | +106.8% |
| 3Y | -20.7% | +129.7% | -150.4% | -54.8% |
| 5Y | -45.4% | +68.4% | -113.9% | -65.4% |
| All | -45.4% | +70.3% | -115.7% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling