+233.0%
BAC vs FITB
+226.2%
+6.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | -1.9% | -0.6% | -1.3% | -1.4% |
| 30D | -7.2% | +7.0% | -14.2% | -11.5% |
| 3M | -20.4% | -4.8% | -15.7% | -17.8% |
| 6M | +1.3% | +13.5% | -12.3% | -7.8% |
| YTD | -6.4% | +19.1% | -25.5% | -18.1% |
| 1Y | -3.5% | +30.8% | -34.3% | -21.1% |
| 3Y | +96.7% | +141.6% | -44.9% | +3.1% |
| 5Y | +20.6% | +48.3% | -27.7% | -13.8% |
| 10Y | +233.0% | +215.9% | +17.1% | +23.0% |
| All | +233.0% | +226.2% | +6.8% | +23.0% |
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