+251.7%
BAC vs FITB
+247.7%
+4.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +0.5% |
| 7D | +2.0% | -1.1% | +3.1% | +2.8% |
| 30D | -6.9% | +7.3% | -14.3% | -11.5% |
| 3M | -19.6% | -4.0% | -15.6% | -17.4% |
| 6M | -0.5% | +11.9% | -12.4% | -8.5% |
| YTD | -6.6% | +19.0% | -25.6% | -18.3% |
| 1Y | -3.0% | +31.0% | -34.0% | -20.8% |
| 3Y | +97.3% | +143.8% | -46.5% | +2.7% |
| 5Y | +21.9% | +48.9% | -27.0% | -13.2% |
| 10Y | +251.7% | +236.6% | +15.0% | +23.5% |
| All | +251.7% | +247.7% | +4.0% | +23.5% |
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 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