+1,335.7%
BP vs FITB
+2,855.6%
-1,519.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +3.9% | +0.6% | +3.3% | +3.8% |
| 30D | +7.6% | -4.7% | +12.4% | +8.6% |
| 3M | +0.7% | +6.7% | -6.0% | -1.0% |
| 6M | +15.5% | +12.6% | +2.9% | +11.8% |
| YTD | +30.8% | +19.1% | +11.7% | +24.9% |
| 1Y | +34.3% | +22.6% | +11.7% | +27.2% |
| 3Y | +35.1% | +127.1% | -92.1% | +10.5% |
| 5Y | +126.8% | +71.8% | +55.0% | +94.7% |
| 10Y | +123.4% | +287.2% | -163.8% | +60.3% |
| All | +1,335.7% | +2,855.6% | -1,519.9% | +673.9% |
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