+31.8%
BA vs FITB
+247.4%
-215.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | +1.1% | -1.5% | +2.6% | +2.1% |
| 30D | -7.9% | +5.8% | -13.7% | -11.1% |
| 3M | -25.3% | -6.1% | -19.2% | -22.6% |
| 6M | -24.6% | +5.9% | -30.5% | -27.8% |
| YTD | -20.1% | +16.1% | -36.2% | -28.3% |
| 1Y | -11.8% | +28.8% | -40.6% | -26.0% |
| 3Y | -10.1% | +126.0% | -136.2% | -49.6% |
| 5Y | -22.7% | +45.3% | -68.0% | -44.6% |
| All | +31.8% | +247.4% | -215.6% | -49.6% |
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 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