+163.6%
W vs FITB
+312.2%
-148.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -4.2% | +0.6% | -4.8% | -4.5% |
| 30D | -7.6% | -4.7% | -2.8% | -4.9% |
| 3M | +37.2% | +6.7% | +30.5% | +31.9% |
| 6M | +26.3% | +12.6% | +13.8% | +17.4% |
| YTD | -1.0% | +19.1% | -20.1% | -11.2% |
| 1Y | +20.1% | +22.6% | -2.6% | +5.3% |
| 3Y | +37.8% | +127.1% | -89.3% | -11.0% |
| 5Y | -63.7% | +71.8% | -135.5% | -72.2% |
| 10Y | +156.3% | +287.2% | -130.9% | +11.4% |
| All | +163.6% | +312.2% | -148.6% | +5.4% |
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 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