+1,001.8%
TER vs FITB
+247.7%
+754.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.5% | +10.2% | +11.5% |
| 7D | -5.8% | -1.1% | -4.6% | -5.1% |
| 30D | -38.9% | +7.3% | -46.3% | -41.0% |
| 3M | -35.1% | -4.0% | -31.1% | -33.8% |
| 6M | -31.6% | +11.9% | -43.5% | -35.6% |
| YTD | +27.2% | +19.0% | +8.3% | +17.0% |
| 1Y | +35.2% | +31.0% | +4.2% | +18.7% |
| 3Y | +192.8% | +143.8% | +49.0% | +93.1% |
| 5Y | +72.4% | +48.9% | +23.5% | +38.8% |
| 10Y | +1,001.8% | +236.6% | +765.2% | +524.8% |
| All | +1,001.8% | +247.7% | +754.2% | +524.8% |
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