+128.6%
BP vs FITB
+71.5%
+57.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +3.9% | +0.6% | +3.3% | +3.7% |
| 30D | +7.6% | -4.7% | +12.4% | +8.9% |
| 3M | +0.7% | +6.7% | -6.0% | -1.6% |
| 6M | +15.5% | +12.6% | +2.9% | +10.6% |
| YTD | +30.8% | +19.1% | +11.7% | +22.5% |
| 1Y | +34.3% | +22.6% | +11.7% | +24.3% |
| 3Y | +35.1% | +127.1% | -92.1% | -1.5% |
| All | +128.6% | +71.5% | +57.1% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling