+8,200.6%
USB vs FITB
+2,872.0%
+5,328.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.2% |
| 7D | +2.4% | +2.3% | +0.1% | +1.3% |
| 30D | +6.6% | +7.7% | -1.2% | +3.0% |
| 3M | -4.1% | -4.5% | +0.4% | -2.0% |
| 6M | +12.5% | +12.5% | 0.0% | +6.7% |
| YTD | +17.6% | +19.8% | -2.1% | +8.3% |
| 1Y | +36.5% | +34.1% | +2.4% | +19.3% |
| 3Y | +95.4% | +130.2% | -34.8% | +35.1% |
| 5Y | +26.1% | +50.2% | -24.1% | +5.9% |
| 10Y | +101.3% | +266.6% | -165.4% | +13.3% |
| All | +8,200.6% | +2,872.0% | +5,328.6% | +2,099.2% |
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