+36.6%
BP vs FITB
+36.9%
-0.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.6% | -3.9% |
| 7D | -8.4% | +2.3% | -10.7% | -8.0% |
| 30D | +2.2% | +7.7% | -5.5% | +3.4% |
| 3M | +8.8% | -4.5% | +13.3% | +8.2% |
| 6M | -0.5% | +12.5% | -13.0% | +0.7% |
| YTD | +36.2% | +19.8% | +16.4% | +37.0% |
| 1Y | +36.6% | +34.1% | +2.4% | +32.7% |
| All | +36.6% | +36.9% | -0.3% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling