+172.8%
W vs FITB
+136.2%
+36.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.1% | +1.8% |
| 7D | +3.3% | -1.1% | +4.4% | +4.9% |
| 30D | +10.5% | +7.3% | +3.2% | +2.5% |
| 3M | +9.6% | -4.0% | +13.6% | +14.3% |
| 6M | +76.4% | +11.9% | +64.5% | +55.0% |
| YTD | +16.4% | +19.0% | -2.6% | -6.9% |
| 1Y | +9.3% | +31.0% | -21.7% | -22.8% |
| 3Y | +172.8% | +143.8% | +29.0% | -12.2% |
| All | +172.8% | +136.2% | +36.6% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling