+1,359.3%
BP vs FITB
+2,780.8%
-1,421.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -11.6% | -1.5% | -10.1% | -11.4% |
| 30D | 0.0% | +5.8% | -5.8% | -1.2% |
| 3M | +6.7% | -6.1% | +12.9% | +8.0% |
| 6M | +2.2% | +5.9% | -3.8% | +0.4% |
| YTD | +33.0% | +16.1% | +16.9% | +27.5% |
| 1Y | +30.7% | +28.8% | +1.9% | +22.5% |
| 3Y | +44.2% | +126.0% | -81.8% | +18.3% |
| 5Y | +105.1% | +45.3% | +59.8% | +82.2% |
| 10Y | +133.5% | +255.4% | -121.9% | +70.1% |
| All | +1,359.3% | +2,780.8% | -1,421.5% | +690.1% |
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 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