+20.1%
W vs FITB
+23.7%
-3.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.7% |
| 7D | -4.2% | +0.6% | -4.8% | -4.5% |
| 30D | -7.6% | -4.7% | -2.8% | -4.7% |
| 3M | +37.2% | +6.7% | +30.5% | +32.0% |
| 6M | +26.3% | +12.6% | +13.8% | +15.9% |
| YTD | -1.0% | +19.1% | -20.1% | -9.6% |
| 1Y | +20.1% | +22.6% | -2.6% | +7.4% |
| All | +20.1% | +23.7% | -3.6% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling