+911.5%
BE vs FITB
+154.4%
+757.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.5% | +7.5% |
| 7D | +20.0% | +0.6% | +19.4% | +19.5% |
| 30D | +7.9% | -4.7% | +12.7% | +11.7% |
| 3M | -13.2% | +6.7% | -19.9% | -17.8% |
| 6M | +53.5% | +12.6% | +40.9% | +40.2% |
| YTD | +191.0% | +19.1% | +171.9% | +153.1% |
| 1Y | +360.5% | +22.6% | +337.9% | +289.5% |
| 3Y | +1,568.0% | +127.1% | +1,440.9% | +789.4% |
| 5Y | +1,055.2% | +71.8% | +983.4% | +624.0% |
| All | +911.5% | +154.4% | +757.1% | +198.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling