-37.8%
U vs FITB
+210.9%
-248.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +4.4% | -0.4% | +4.8% | +4.6% |
| 30D | -1.3% | -5.1% | +3.8% | +1.5% |
| 3M | +49.6% | +3.5% | +46.0% | +46.1% |
| 6M | +100.2% | +17.2% | +83.0% | +81.1% |
| YTD | -3.7% | +17.6% | -21.3% | -13.5% |
| 1Y | -6.5% | +23.4% | -29.9% | -18.3% |
| 3Y | +12.9% | +129.7% | -116.8% | -27.3% |
| 5Y | -68.3% | +68.4% | -136.7% | -75.9% |
| All | -37.8% | +210.9% | -248.7% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling