-6.5%
U vs FITB
+23.4%
-29.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +4.4% | -0.4% | +4.8% | +4.5% |
| 30D | -1.3% | -5.1% | +3.8% | +0.5% |
| 3M | +49.6% | +3.5% | +46.0% | +46.8% |
| 6M | +100.2% | +17.2% | +83.0% | +83.9% |
| YTD | -3.7% | +17.6% | -21.3% | -12.2% |
| 1Y | -6.5% | +23.4% | -29.9% | -20.4% |
| All | -6.5% | +23.4% | -29.9% | -20.4% |
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