+376.8%
V vs FITB
+285.0%
+91.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.5% |
| 7D | -1.1% | +2.8% | -3.9% | -2.0% |
| 30D | +1.9% | -4.5% | +6.4% | +3.4% |
| 3M | +15.5% | +5.7% | +9.9% | +13.2% |
| 6M | +16.6% | +17.1% | -0.5% | +10.0% |
| YTD | +5.7% | +18.3% | -12.6% | -0.9% |
| 1Y | +8.6% | +23.9% | -15.3% | -0.1% |
| 3Y | +52.5% | +131.1% | -78.6% | +10.5% |
| 5Y | +67.1% | +71.1% | -4.0% | +31.5% |
| 10Y | +376.8% | +283.9% | +92.9% | +156.9% |
| All | +376.8% | +285.0% | +91.8% | +156.9% |
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