+8,630.0%
TER vs FITB
+2,780.8%
+5,849.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.3% | +2.8% |
| 7D | -20.5% | -1.5% | -18.9% | -20.1% |
| 30D | -47.0% | +5.8% | -52.8% | -48.0% |
| 3M | -43.3% | -6.1% | -37.2% | -42.1% |
| 6M | -42.9% | +5.9% | -48.8% | -44.1% |
| YTD | +12.9% | +16.1% | -3.2% | +7.6% |
| 1Y | +18.2% | +28.8% | -10.7% | +8.9% |
| 3Y | +151.8% | +126.0% | +25.8% | +93.9% |
| 5Y | +54.2% | +45.3% | +8.9% | +35.0% |
| 10Y | +908.2% | +255.4% | +652.8% | +529.1% |
| All | +8,630.0% | +2,780.8% | +5,849.2% | +2,302.0% |
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