+141.5%
W vs FITB
+285.0%
-143.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.0% |
| 7D | +6.5% | +2.8% | +3.7% | +4.6% |
| 30D | -6.2% | -4.5% | -1.7% | -3.6% |
| 3M | +48.9% | +5.7% | +43.2% | +43.8% |
| 6M | +31.2% | +17.1% | +14.1% | +18.4% |
| YTD | -0.4% | +18.3% | -18.8% | -10.8% |
| 1Y | +14.8% | +23.9% | -9.1% | -0.6% |
| 3Y | +40.5% | +131.1% | -90.6% | -12.0% |
| 5Y | -62.1% | +71.1% | -133.2% | -71.4% |
| 10Y | +141.5% | +283.9% | -142.3% | -9.9% |
| All | +141.5% | +285.0% | -143.5% | -9.9% |
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