+71.4%
BAC vs FITB
+71.5%
-0.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | +1.1% | +0.6% | +0.5% | +0.7% |
| 30D | -0.4% | -4.7% | +4.3% | +2.8% |
| 3M | +16.9% | +6.7% | +10.2% | +11.7% |
| 6M | +26.6% | +12.6% | +14.1% | +16.4% |
| YTD | +15.8% | +19.1% | -3.3% | +2.1% |
| 1Y | +27.2% | +22.6% | +4.5% | +9.4% |
| 3Y | +132.4% | +127.1% | +5.3% | +31.7% |
| All | +71.4% | +71.5% | -0.1% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling