+566.3%
BKR vs FITB
+2,819.0%
-2,252.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.3% |
| 7D | -1.5% | -0.4% | -1.1% | -1.4% |
| 30D | -0.7% | -5.1% | +4.5% | +0.7% |
| 3M | +0.5% | +3.5% | -3.0% | -0.7% |
| 6M | +6.6% | +17.2% | -10.6% | +1.7% |
| YTD | +41.3% | +17.6% | +23.6% | +34.3% |
| 1Y | +42.2% | +23.4% | +18.9% | +33.2% |
| 3Y | +83.4% | +129.7% | -46.3% | +44.4% |
| 5Y | +203.6% | +68.4% | +135.2% | +154.9% |
| 10Y | +139.9% | +285.6% | -145.7% | +64.4% |
| All | +566.3% | +2,819.0% | -2,252.7% | +201.2% |
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