+97.9%
BAC vs FITB
+144.0%
-46.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.3% |
| 7D | +3.2% | +2.8% | +0.5% | +1.4% |
| 30D | -0.7% | +9.8% | -10.5% | -6.9% |
| 3M | -20.0% | -5.2% | -14.8% | -17.2% |
| 6M | +3.4% | +17.3% | -13.9% | -7.8% |
| YTD | -5.7% | +19.3% | -25.0% | -17.5% |
| 1Y | -1.4% | +32.7% | -34.1% | -20.3% |
| 3Y | +97.9% | +141.6% | -43.7% | +7.3% |
| All | +97.9% | +144.0% | -46.1% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling