+2,926.4%
V vs FITB
+324.4%
+2,602.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.7% | +0.6% | -2.3% | -1.8% |
| 30D | +2.0% | -4.7% | +6.7% | +3.0% |
| 3M | +17.4% | +6.7% | +10.7% | +15.6% |
| 6M | +17.5% | +12.6% | +4.9% | +14.2% |
| YTD | +7.6% | +19.1% | -11.5% | +3.2% |
| 1Y | +7.7% | +22.6% | -14.9% | +2.5% |
| 3Y | +54.7% | +127.1% | -72.5% | +27.3% |
| 5Y | +73.0% | +71.8% | +1.2% | +49.3% |
| 10Y | +390.9% | +287.2% | +103.7% | +243.4% |
| All | +2,926.4% | +324.4% | +2,602.0% | +1,679.6% |
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