+3.7%
U vs FITB
+23.7%
-20.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -3.8% | +0.6% | -4.4% | -4.0% |
| 30D | +17.5% | -4.7% | +22.2% | +19.2% |
| 3M | +38.7% | +6.7% | +32.0% | +34.9% |
| 6M | +104.4% | +12.6% | +91.9% | +93.4% |
| YTD | -5.7% | +19.1% | -24.8% | -13.4% |
| 1Y | +3.7% | +22.6% | -19.0% | -13.5% |
| All | +3.7% | +23.7% | -20.0% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling