+28.8%
BAC vs FITB
+23.3%
+5.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | +1.2% | +2.8% | -1.7% | -0.3% |
| 30D | -0.7% | -4.5% | +3.8% | +1.7% |
| 3M | +16.9% | +5.7% | +11.3% | +13.4% |
| 6M | +29.6% | +17.1% | +12.5% | +18.9% |
| YTD | +15.3% | +18.3% | -3.1% | +5.8% |
| 1Y | +28.8% | +23.9% | +4.9% | +15.4% |
| All | +28.8% | +23.3% | +5.5% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling