-10.1%
BA vs FITB
+123.2%
-133.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +1.1% | -1.5% | +2.6% | +1.7% |
| 30D | -7.9% | +5.8% | -13.7% | -9.9% |
| 3M | -25.3% | -6.1% | -19.2% | -23.6% |
| 6M | -24.6% | +5.9% | -30.5% | -26.5% |
| YTD | -20.1% | +16.1% | -36.2% | -25.4% |
| 1Y | -11.8% | +28.8% | -40.6% | -21.1% |
| 3Y | -10.1% | +126.0% | -136.2% | -31.1% |
| All | -10.1% | +123.2% | -133.3% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling