+23.3%
BA vs FITB
+212.2%
-188.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.7% |
| 7D | -1.1% | +2.8% | -3.8% | -2.8% |
| 30D | -7.1% | +9.8% | -16.9% | -12.4% |
| 3M | -25.5% | -5.2% | -20.4% | -23.3% |
| 6M | -28.7% | +17.3% | -46.0% | -35.8% |
| YTD | -21.0% | +19.3% | -40.3% | -30.3% |
| 1Y | -11.9% | +32.7% | -44.6% | -27.5% |
| 3Y | -16.2% | +141.6% | -157.7% | -55.0% |
| 5Y | -22.4% | +48.9% | -71.2% | -45.3% |
| All | +23.3% | +212.2% | -188.9% | -51.7% |
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 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