+72.2%
BKR vs FITB
+129.2%
-57.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -6.8% |
| 7D | -6.7% | -1.0% | -5.7% | -6.3% |
| 30D | -8.3% | -5.5% | -2.8% | -6.4% |
| 3M | -5.4% | +4.1% | -9.5% | -7.5% |
| 6M | +0.8% | +18.7% | -17.9% | -7.2% |
| YTD | +31.8% | +18.2% | +13.7% | +20.8% |
| 1Y | +28.6% | +23.7% | +4.9% | +15.1% |
| All | +72.2% | +129.2% | -57.0% | +28.4% |
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 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