-3.5%
BAC vs FITB
+30.5%
-34.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -1.9% | -0.6% | -1.3% | -1.5% |
| 30D | -7.2% | +7.0% | -14.2% | -10.6% |
| 3M | -20.4% | -4.8% | -15.7% | -18.4% |
| 6M | +1.3% | +13.5% | -12.3% | -5.8% |
| YTD | -6.4% | +19.1% | -25.5% | -14.6% |
| 1Y | -3.5% | +30.8% | -34.3% | -15.7% |
| All | -3.5% | +30.5% | -34.0% | -15.7% |
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