+243.6%
W vs FITB
+247.7%
-4.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +3.0% |
| 7D | +3.3% | -1.1% | +4.4% | +4.3% |
| 30D | +10.5% | +7.3% | +3.2% | +5.8% |
| 3M | +9.6% | -4.0% | +13.6% | +12.5% |
| 6M | +76.4% | +11.9% | +64.5% | +64.6% |
| YTD | +16.4% | +19.0% | -2.6% | +4.0% |
| 1Y | +9.3% | +31.0% | -21.7% | -8.3% |
| 3Y | +172.8% | +143.8% | +29.0% | +66.3% |
| 5Y | -53.4% | +48.9% | -102.2% | -62.6% |
| 10Y | +243.6% | +236.6% | +7.0% | +54.0% |
| All | +243.6% | +247.7% | -4.0% | +54.0% |
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