+554.8%
XYZ vs FITB
+290.3%
+264.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.2% |
| 7D | +12.6% | +0.5% | +12.1% | +12.5% |
| 30D | +10.8% | +7.0% | +3.8% | +7.0% |
| 3M | +8.4% | -4.4% | +12.7% | +11.0% |
| 6M | +14.3% | +11.6% | +2.8% | +7.5% |
| YTD | +31.5% | +18.6% | +12.9% | +18.7% |
| 1Y | +28.1% | +29.8% | -1.7% | +10.1% |
| 3Y | +66.2% | +140.7% | -74.5% | +3.4% |
| 5Y | -62.3% | +48.6% | -110.9% | -69.9% |
| 10Y | +634.6% | +224.4% | +410.2% | +261.3% |
| All | +554.8% | +290.3% | +264.5% | +174.5% |
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