+580.0%
XYZ vs FITB
+285.0%
+294.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -2.9% |
| 7D | +2.9% | +2.8% | 0.0% | +1.4% |
| 30D | +1.4% | -4.5% | +5.9% | +3.9% |
| 3M | +14.6% | +5.7% | +8.9% | +10.9% |
| 6M | +20.8% | +17.1% | +3.7% | +10.4% |
| YTD | +23.1% | +18.3% | +4.7% | +11.0% |
| 1Y | +5.6% | +23.9% | -18.2% | -7.3% |
| 3Y | +50.9% | +131.1% | -80.2% | -4.8% |
| 5Y | -68.6% | +71.1% | -139.6% | -76.4% |
| 10Y | +580.0% | +283.9% | +296.1% | +228.0% |
| All | +580.0% | +285.0% | +294.9% | +228.0% |
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