+1,361.3%
BP vs FITB
+2,852.5%
-1,491.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.4% |
| 7D | -6.9% | -1.1% | -5.8% | -6.7% |
| 30D | -3.6% | +7.3% | -10.9% | -5.1% |
| 3M | +8.4% | -4.0% | +12.4% | +9.2% |
| 6M | +5.3% | +11.9% | -6.6% | +2.3% |
| YTD | +33.2% | +19.0% | +14.2% | +27.0% |
| 1Y | +28.2% | +31.0% | -2.9% | +19.6% |
| 3Y | +49.2% | +143.8% | -94.5% | +20.5% |
| 5Y | +102.9% | +48.9% | +54.0% | +79.3% |
| 10Y | +127.7% | +236.6% | -108.9% | +67.2% |
| All | +1,361.3% | +2,852.5% | -1,491.2% | +686.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling