+1,470.1%
BA vs FITB
+2,780.8%
-1,310.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +1.1% | -1.5% | +2.6% | +1.5% |
| 30D | -7.9% | +5.8% | -13.7% | -9.3% |
| 3M | -25.3% | -6.1% | -19.2% | -24.1% |
| 6M | -24.6% | +5.9% | -30.5% | -25.9% |
| YTD | -20.1% | +16.1% | -36.2% | -23.6% |
| 1Y | -11.8% | +28.8% | -40.6% | -17.9% |
| 3Y | -10.1% | +126.0% | -136.2% | -28.5% |
| 5Y | -22.7% | +45.3% | -68.0% | -31.8% |
| 10Y | +35.1% | +255.4% | -220.3% | -2.7% |
| All | +1,470.1% | +2,780.8% | -1,310.6% | +391.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling