+133.9%
BP vs FITB
+282.4%
-148.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +4.0% | -0.4% | +4.4% | +4.1% |
| 30D | +7.8% | -5.1% | +13.0% | +10.0% |
| 3M | +8.4% | +3.5% | +4.8% | +6.2% |
| 6M | +15.1% | +17.2% | -2.2% | +6.1% |
| YTD | +36.4% | +17.6% | +18.8% | +24.8% |
| 1Y | +40.9% | +23.4% | +17.5% | +25.7% |
| 3Y | +38.8% | +129.7% | -90.9% | -9.8% |
| 5Y | +141.1% | +68.4% | +72.7% | +73.6% |
| 10Y | +133.9% | +285.6% | -151.7% | +10.7% |
| All | +133.9% | +282.4% | -148.5% | +10.7% |
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 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