+24.5%
USB vs FITB
+48.2%
-23.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +1.4% | +0.5% | +1.0% | +1.1% |
| 30D | +6.4% | +7.0% | -0.6% | +0.8% |
| 3M | -4.5% | -4.4% | -0.1% | -1.1% |
| 6M | +11.4% | +11.6% | -0.2% | +2.0% |
| YTD | +17.1% | +18.6% | -1.5% | +1.5% |
| 1Y | +32.6% | +29.8% | +2.8% | +6.8% |
| 3Y | +101.8% | +140.7% | -38.9% | +0.1% |
| All | +24.5% | +48.2% | -23.7% | -14.7% |
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 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