+9.7%
U vs FITB
+7.8%
+1.9%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | +1.0% |
| 7D | +32.3% | -1.1% | +33.4% | +31.8% |
| 30D | +9.7% | +7.3% | +2.4% | +13.3% |
| All | +9.7% | +7.8% | +1.9% | +13.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling