-22.7%
U vs FITB
+215.3%
-238.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +4.6% |
| 7D | +2.6% | +2.8% | -0.2% | +1.1% |
| 30D | +27.6% | +9.8% | +17.8% | +20.8% |
| 3M | +15.3% | -5.2% | +20.5% | +18.2% |
| 6M | +96.4% | +17.3% | +79.1% | +77.9% |
| YTD | +19.6% | +19.3% | +0.3% | +6.3% |
| 1Y | +42.1% | +32.7% | +9.4% | +18.5% |
| 3Y | +87.5% | +141.6% | -54.1% | +17.4% |
| 5Y | -73.1% | +48.9% | -122.0% | -80.6% |
| All | -22.7% | +215.3% | -238.0% | -22.5% |
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 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