+995.4%
TER vs FITB
+212.2%
+783.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.9% |
| 7D | +14.4% | +2.8% | +11.6% | +13.0% |
| 30D | -30.6% | +9.8% | -40.4% | -33.7% |
| 3M | -39.2% | -5.2% | -34.0% | -37.6% |
| 6M | -31.3% | +17.3% | -48.6% | -36.7% |
| YTD | +29.1% | +19.3% | +9.8% | +18.4% |
| 1Y | +47.4% | +32.7% | +14.7% | +28.5% |
| 3Y | +191.2% | +141.6% | +49.6% | +92.6% |
| 5Y | +74.0% | +48.9% | +25.1% | +40.0% |
| All | +995.4% | +212.2% | +783.2% | +515.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling