+41.2%
USB vs FITB
+71.5%
-30.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.1% |
| 7D | +1.4% | +0.6% | +0.8% | +1.0% |
| 30D | -1.3% | -4.7% | +3.4% | +2.5% |
| 3M | +15.2% | +6.7% | +8.6% | +9.5% |
| 6M | +18.8% | +12.6% | +6.3% | +7.9% |
| YTD | +21.0% | +19.1% | +1.9% | +4.7% |
| 1Y | +34.0% | +22.6% | +11.4% | +13.0% |
| 3Y | +95.3% | +127.1% | -31.8% | +2.0% |
| All | +41.2% | +71.5% | -30.3% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling