+802.8%
TEAM vs FITB
+298.2%
+504.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | +67.3% | -4.7% | +72.0% | +69.2% |
| 3M | +86.8% | +6.7% | +80.1% | +83.3% |
| 6M | +146.8% | +12.6% | +134.3% | +137.6% |
| YTD | +16.9% | +19.1% | -2.2% | +10.7% |
| 1Y | +12.8% | +22.6% | -9.8% | +5.8% |
| 3Y | -7.3% | +127.1% | -134.4% | -25.4% |
| 5Y | -50.7% | +71.8% | -122.5% | -57.8% |
| 10Y | +529.8% | +287.2% | +242.7% | +302.3% |
| All | +802.8% | +298.2% | +504.6% | +547.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling