+607.6%
TEAM vs FITB
+296.5%
+311.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -22.2% | +0.5% | -22.7% | -22.3% |
| 30D | -28.1% | +7.0% | -35.1% | -29.4% |
| 3M | -2.2% | -4.4% | +2.2% | -1.2% |
| 6M | +62.2% | +11.6% | +50.7% | +57.0% |
| YTD | -8.4% | +18.6% | -27.0% | -13.2% |
| 1Y | -6.6% | +29.8% | -36.4% | -13.7% |
| 3Y | -15.7% | +140.7% | -156.4% | -33.0% |
| 5Y | -65.7% | +48.6% | -114.3% | -70.0% |
| 10Y | +441.0% | +224.4% | +216.6% | +273.3% |
| All | +607.6% | +296.5% | +311.1% | +407.6% |
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 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