+72.6%
XYZ vs FITB
+123.2%
-50.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.2% |
| 7D | +12.1% | -1.5% | +13.7% | +13.4% |
| 30D | +12.4% | +5.8% | +6.5% | +8.6% |
| 3M | +8.2% | -6.1% | +14.3% | +12.5% |
| 6M | +20.7% | +5.9% | +14.7% | +15.6% |
| YTD | +31.3% | +16.1% | +15.2% | +16.2% |
| 1Y | +20.5% | +28.8% | -8.3% | -1.3% |
| 3Y | +72.6% | +126.0% | -53.4% | +4.6% |
| All | +72.6% | +123.2% | -50.6% | +4.6% |
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