+1,744.2%
TER vs FITB
+285.0%
+1,459.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.5% |
| 7D | +11.0% | +2.8% | +8.1% | +9.4% |
| 30D | -1.9% | -4.5% | +2.6% | +0.4% |
| 3M | -0.7% | +5.7% | -6.3% | -3.6% |
| 6M | +36.4% | +17.1% | +19.3% | +26.3% |
| YTD | +92.4% | +18.3% | +74.1% | +77.5% |
| 1Y | +213.5% | +23.9% | +189.6% | +182.0% |
| 3Y | +277.2% | +131.1% | +146.1% | +153.9% |
| 5Y | +219.1% | +71.1% | +148.0% | +141.7% |
| 10Y | +1,744.2% | +283.9% | +1,460.4% | +813.8% |
| All | +1,744.2% | +285.0% | +1,459.2% | +813.8% |
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