-39.0%
U vs FITB
+214.8%
-253.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -3.8% | +0.6% | -4.4% | -4.1% |
| 30D | +17.5% | -4.7% | +22.2% | +20.4% |
| 3M | +38.7% | +6.7% | +32.0% | +33.3% |
| 6M | +104.4% | +12.6% | +91.9% | +89.3% |
| YTD | -5.7% | +19.1% | -24.8% | -15.8% |
| 1Y | +3.7% | +22.6% | -19.0% | -9.2% |
| 3Y | +12.3% | +127.1% | -114.8% | -27.4% |
| 5Y | -68.8% | +71.8% | -140.6% | -76.5% |
| All | -39.0% | +214.8% | -253.9% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling