-20.6%
BA vs FITB
+48.3%
-69.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | 0.0% | +0.5% | -0.4% | -0.2% |
| 30D | -8.9% | +7.0% | -15.9% | -11.7% |
| 3M | -25.5% | -4.4% | -21.2% | -24.2% |
| 6M | -27.0% | +11.6% | -38.5% | -30.7% |
| YTD | -20.1% | +18.6% | -38.8% | -26.8% |
| 1Y | -11.0% | +29.8% | -40.8% | -21.9% |
| 3Y | -11.8% | +140.7% | -152.5% | -43.5% |
| 5Y | -20.6% | +48.6% | -69.3% | -34.8% |
| All | -20.6% | +48.3% | -69.0% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling