+151.8%
TER vs FITB
+123.2%
+28.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.3% | +3.1% |
| 7D | -20.5% | -1.5% | -18.9% | -19.6% |
| 30D | -47.0% | +5.8% | -52.8% | -49.2% |
| 3M | -43.3% | -6.1% | -37.2% | -40.8% |
| 6M | -42.9% | +5.9% | -48.8% | -45.8% |
| YTD | +12.9% | +16.1% | -3.2% | +0.6% |
| 1Y | +18.2% | +28.8% | -10.7% | -1.9% |
| 3Y | +151.8% | +126.0% | +25.8% | +47.3% |
| All | +151.8% | +123.2% | +28.6% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling