+33.9%
TER vs FITB
+31.0%
+2.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.5% | +10.2% | +10.8% |
| 7D | -5.8% | -1.1% | -4.6% | -4.8% |
| 30D | -38.9% | +7.3% | -46.3% | -42.1% |
| 3M | -35.1% | -4.0% | -31.1% | -32.9% |
| 6M | -31.6% | +11.9% | -43.5% | -39.2% |
| YTD | +27.2% | +19.0% | +8.3% | +6.9% |
| All | +33.9% | +31.0% | +2.9% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling