+142.2%
BP vs FITB
+212.2%
-70.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | +3.8% | +2.8% | +1.1% | +2.6% |
| 30D | -5.3% | +9.8% | -15.1% | -9.1% |
| 3M | +9.3% | -5.2% | +14.4% | +11.2% |
| 6M | +7.2% | +17.3% | -10.1% | -0.8% |
| YTD | +38.0% | +19.3% | +18.7% | +25.1% |
| 1Y | +33.2% | +32.7% | +0.5% | +15.1% |
| 3Y | +50.3% | +141.6% | -91.3% | -4.5% |
| 5Y | +114.1% | +48.9% | +65.2% | +63.7% |
| All | +142.2% | +212.2% | -70.0% | +16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling