+533.2%
XYZ vs FITB
+291.9%
+241.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.0% | +0.6% | -1.6% | -1.2% |
| 30D | -1.7% | -4.7% | +3.0% | +0.9% |
| 3M | +16.7% | +6.7% | +10.1% | +12.4% |
| 6M | +26.9% | +12.6% | +14.3% | +18.5% |
| YTD | +27.1% | +19.1% | +8.0% | +14.4% |
| 1Y | +9.3% | +22.6% | -13.4% | -3.4% |
| 3Y | +42.3% | +127.1% | -84.8% | -8.9% |
| 5Y | -69.3% | +71.8% | -141.1% | -76.9% |
| 10Y | +586.8% | +287.2% | +299.6% | +213.3% |
| All | +533.2% | +291.9% | +241.3% | +164.7% |
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