+285.6%
FITB vs BAH
+186.6%
+99.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -0.4% | -1.3% | +0.9% | 0.0% |
| 30D | -5.1% | -6.6% | +1.5% | -3.6% |
| 3M | +3.5% | -7.2% | +10.7% | +5.0% |
| 6M | +17.2% | -10.0% | +27.2% | +19.2% |
| YTD | +17.6% | -12.5% | +30.1% | +19.3% |
| 1Y | +23.4% | -27.9% | +51.3% | +32.1% |
| 3Y | +129.7% | -31.4% | +161.1% | +134.8% |
| 5Y | +68.4% | -3.2% | +71.6% | +46.6% |
| 10Y | +285.6% | +191.5% | +94.2% | +142.6% |
| All | +285.6% | +186.6% | +99.0% | +142.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling