-26.3%
U vs FITB
+213.5%
-239.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +24.4% | +0.5% | +23.9% | +23.8% |
| 30D | +7.4% | +7.0% | +0.4% | +3.2% |
| 3M | +16.8% | -4.4% | +21.2% | +19.2% |
| 6M | +78.8% | +11.6% | +67.2% | +66.5% |
| YTD | +14.0% | +18.6% | -4.6% | +1.6% |
| 1Y | +16.7% | +29.8% | -13.1% | -1.4% |
| 3Y | +86.4% | +140.7% | -54.3% | +16.9% |
| 5Y | -71.5% | +48.6% | -120.1% | -79.3% |
| All | -26.3% | +213.5% | -239.8% | -25.9% |
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