+26.8%
BA vs FITB
+226.2%
-199.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | -1.4% | -0.6% | -0.8% | -1.1% |
| 30D | -7.9% | +7.0% | -14.9% | -11.8% |
| 3M | -25.2% | -4.8% | -20.4% | -23.1% |
| 6M | -26.7% | +13.5% | -40.3% | -32.7% |
| YTD | -19.6% | +19.1% | -38.7% | -29.0% |
| 1Y | -10.6% | +30.8% | -41.3% | -25.8% |
| 3Y | -11.2% | +141.6% | -152.9% | -52.3% |
| 5Y | -20.4% | +48.3% | -68.7% | -43.7% |
| 10Y | +26.8% | +215.9% | -189.2% | -50.6% |
| All | +26.8% | +226.2% | -199.4% | -50.6% |
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