+103.9%
BP vs FITB
+44.6%
+59.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -11.6% | -1.5% | -10.1% | -11.3% |
| 30D | 0.0% | +5.8% | -5.8% | -1.5% |
| 3M | +6.7% | -6.1% | +12.9% | +8.3% |
| 6M | +2.2% | +5.9% | -3.8% | -0.2% |
| YTD | +33.0% | +16.1% | +16.9% | +25.4% |
| 1Y | +30.7% | +28.8% | +1.9% | +19.1% |
| 3Y | +44.2% | +126.0% | -81.8% | +6.0% |
| All | +103.9% | +44.6% | +59.3% | +68.3% |
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