+202.8%
TER vs FITB
+71.5%
+131.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +0.6% | +0.6% | 0.0% | +0.3% |
| 30D | -8.3% | -4.7% | -3.5% | -5.5% |
| 3M | -12.2% | +6.7% | -18.9% | -15.9% |
| 6M | +17.1% | +12.6% | +4.5% | +9.1% |
| YTD | +84.7% | +19.1% | +65.6% | +66.4% |
| 1Y | +199.9% | +22.6% | +177.3% | +164.8% |
| 3Y | +232.8% | +127.1% | +105.6% | +109.8% |
| All | +202.8% | +71.5% | +131.3% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling