+72.2%
V vs FITB
+71.5%
+0.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.7% | +0.6% | -2.3% | -1.9% |
| 30D | +2.0% | -4.7% | +6.7% | +3.5% |
| 3M | +17.4% | +6.7% | +10.7% | +14.8% |
| 6M | +17.5% | +12.6% | +4.9% | +12.6% |
| YTD | +7.6% | +19.1% | -11.5% | +1.1% |
| 1Y | +7.7% | +22.6% | -14.9% | 0.0% |
| 3Y | +54.7% | +127.1% | -72.5% | +15.3% |
| All | +72.2% | +71.5% | +0.7% | +42.8% |
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