+224.4%
FITB vs BAH
+210.6%
+13.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +0.5% | +0.5% | 0.0% | +0.3% |
| 30D | +7.0% | +18.2% | -11.2% | +2.2% |
| 3M | -4.4% | +13.1% | -17.4% | -7.8% |
| 6M | +11.6% | +15.2% | -3.6% | +6.2% |
| YTD | +18.6% | +6.0% | +12.6% | +14.1% |
| 1Y | +29.8% | +3.1% | +26.7% | +25.7% |
| 3Y | +140.7% | -26.2% | +166.9% | +144.9% |
| 5Y | +48.6% | +9.3% | +39.3% | +26.4% |
| 10Y | +224.4% | +212.3% | +12.1% | +101.8% |
| All | +224.4% | +210.6% | +13.8% | +101.8% |
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