+103.8%
U vs FITB
+136.2%
-32.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -1.9% |
| 7D | +32.3% | -1.1% | +33.4% | +32.9% |
| 30D | +9.7% | +7.3% | +2.4% | +3.8% |
| 3M | +19.6% | -4.0% | +23.6% | +22.4% |
| 6M | +82.6% | +11.9% | +70.7% | +64.8% |
| YTD | +16.4% | +19.0% | -2.6% | -2.0% |
| 1Y | +28.5% | +31.0% | -2.5% | -1.2% |
| 3Y | +103.8% | +143.8% | -40.0% | -20.3% |
| All | +103.8% | +136.2% | -32.4% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling