+91.5%
USB vs FITB
+123.2%
-31.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.1% |
| 7D | 0.0% | -1.5% | +1.5% | +1.3% |
| 30D | +5.8% | +5.8% | 0.0% | +1.0% |
| 3M | -6.0% | -6.1% | +0.1% | -1.0% |
| 6M | +7.8% | +5.9% | +1.8% | +2.6% |
| YTD | +14.6% | +16.1% | -1.5% | +0.4% |
| 1Y | +31.8% | +28.8% | +2.9% | +5.5% |
| 3Y | +91.5% | +126.0% | -34.5% | -1.7% |
| All | +91.5% | +123.2% | -31.7% | -1.7% |
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 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