-65.4%
TEAM vs FITB
+48.6%
-114.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -2.0% |
| 7D | -2.4% | +2.8% | -5.2% | -3.7% |
| 30D | -26.7% | +9.8% | -36.5% | -29.9% |
| 3M | -9.6% | -5.2% | -4.5% | -7.7% |
| 6M | +86.0% | +17.3% | +68.7% | +70.0% |
| YTD | -7.5% | +19.3% | -26.8% | -17.5% |
| 1Y | -1.4% | +32.7% | -34.1% | -17.1% |
| 3Y | -14.3% | +141.6% | -155.9% | -48.8% |
| All | -65.4% | +48.6% | -114.1% | -72.6% |
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