+92.7%
USB vs FITB
+250.0%
-157.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -0.4% |
| 7D | -1.5% | -1.8% | +0.4% | -0.2% |
| 30D | +4.3% | +4.8% | -0.5% | +0.8% |
| 3M | -6.1% | -6.4% | +0.4% | -1.5% |
| 6M | +9.4% | +7.9% | +1.5% | +3.6% |
| YTD | +15.2% | +17.0% | -1.8% | +2.5% |
| 1Y | +32.8% | +29.9% | +2.8% | +9.6% |
| 3Y | +91.3% | +124.8% | -33.5% | +7.6% |
| 5Y | +22.7% | +46.4% | -23.8% | -9.2% |
| All | +92.7% | +250.0% | -157.3% | -22.7% |
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