+14,183.4%
TER vs FITB
+2,855.6%
+11,327.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.5% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | -8.3% | -4.7% | -3.5% | -6.7% |
| 3M | -12.2% | +6.7% | -18.9% | -14.2% |
| 6M | +17.1% | +12.6% | +4.5% | +12.8% |
| YTD | +84.7% | +19.1% | +65.6% | +74.7% |
| 1Y | +199.9% | +22.6% | +177.3% | +180.5% |
| 3Y | +232.8% | +127.1% | +105.6% | +155.3% |
| 5Y | +198.6% | +71.8% | +126.8% | +147.7% |
| 10Y | +1,669.7% | +287.2% | +1,382.6% | +976.8% |
| All | +14,183.4% | +2,855.6% | +11,327.8% | +3,801.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling