-53.8%
TEAM vs FITB
+71.1%
-124.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.3% | -6.6% |
| 7D | -5.7% | +2.8% | -8.5% | -6.9% |
| 30D | +18.3% | -4.5% | +22.9% | +20.6% |
| 3M | +80.2% | +5.7% | +74.6% | +74.8% |
| 6M | +111.0% | +17.1% | +93.9% | +92.6% |
| YTD | +8.8% | +18.3% | -9.5% | -1.8% |
| 1Y | +2.2% | +23.9% | -21.7% | -10.3% |
| 3Y | -14.6% | +131.1% | -145.7% | -46.3% |
| 5Y | -53.8% | +71.1% | -124.9% | -61.5% |
| All | -53.8% | +71.1% | -124.9% | -61.5% |
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