+71.1%
FITB vs BAH
-2.8%
+73.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.5% |
| 7D | +2.8% | -4.3% | +7.2% | +3.5% |
| 30D | -4.5% | -4.5% | -0.1% | -3.9% |
| 3M | +5.7% | -7.6% | +13.3% | +6.7% |
| 6M | +17.1% | -10.6% | +27.7% | +18.6% |
| YTD | +18.3% | -12.6% | +30.9% | +19.5% |
| 1Y | +23.9% | -27.0% | +50.9% | +29.0% |
| 3Y | +131.1% | -31.5% | +162.6% | +129.8% |
| 5Y | +71.1% | -3.8% | +74.9% | +58.1% |
| All | +71.1% | -2.8% | +73.9% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BAH 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling