+529.4%
XYZ vs FITB
+288.2%
+241.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.5% |
| 7D | -2.1% | +0.8% | -3.0% | -2.5% |
| 30D | +7.0% | +7.3% | -0.3% | +3.2% |
| 3M | +5.1% | -6.3% | +11.4% | +8.9% |
| 6M | +14.1% | +12.6% | +1.5% | +6.7% |
| YTD | +26.4% | +18.0% | +8.4% | +14.4% |
| 1Y | +25.1% | +28.9% | -3.8% | +7.9% |
| 3Y | +59.7% | +139.4% | -79.7% | -0.3% |
| 5Y | -63.8% | +47.2% | -111.0% | -71.0% |
| 10Y | +592.4% | +213.0% | +379.4% | +245.4% |
| All | +529.4% | +288.2% | +241.2% | +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