+1,821.9%
BA vs FITB
+2,855.6%
-1,033.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.2% | +0.6% | +0.6% | +1.0% |
| 30D | -11.6% | -4.7% | -6.9% | -10.5% |
| 3M | -2.4% | +6.7% | -9.1% | -4.1% |
| 6M | -6.6% | +12.6% | -19.2% | -9.6% |
| YTD | -2.2% | +19.1% | -21.4% | -7.0% |
| 1Y | -8.0% | +22.6% | -30.7% | -13.4% |
| 3Y | -5.0% | +127.1% | -132.1% | -24.6% |
| 5Y | -2.7% | +71.8% | -74.5% | -17.7% |
| 10Y | +75.9% | +287.2% | -211.3% | +24.5% |
| All | +1,821.9% | +2,855.6% | -1,033.7% | +497.5% |
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