-42.9%
TER vs FITB
+6.1%
-49.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.3% | +2.9% |
| 7D | -20.5% | -1.5% | -18.9% | -19.9% |
| 30D | -47.0% | +5.8% | -52.8% | -48.1% |
| 3M | -43.3% | -6.1% | -37.2% | -41.7% |
| 6M | -42.9% | +5.9% | -48.8% | -45.6% |
| All | -42.9% | +6.1% | -49.0% | -45.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling