+73.5%
BA vs FITB
+286.6%
-213.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.2% | +0.6% | +0.6% | +0.8% |
| 30D | -11.6% | -4.7% | -6.9% | -9.0% |
| 3M | -2.4% | +6.7% | -9.1% | -6.5% |
| 6M | -6.6% | +12.6% | -19.2% | -13.7% |
| YTD | -2.2% | +19.1% | -21.4% | -13.5% |
| 1Y | -8.0% | +22.6% | -30.7% | -20.6% |
| 3Y | -5.0% | +127.1% | -132.1% | -47.1% |
| 5Y | -2.7% | +71.8% | -74.5% | -38.1% |
| All | +73.5% | +286.6% | -213.1% | -40.2% |
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