+140.7%
FITB vs BAH
-25.7%
+166.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | +7.0% | +18.2% | -11.2% | +5.4% |
| 3M | -4.4% | +13.1% | -17.4% | -5.5% |
| 6M | +11.6% | +15.2% | -3.6% | +9.9% |
| YTD | +18.6% | +6.0% | +12.6% | +17.2% |
| 1Y | +29.8% | +3.1% | +26.7% | +28.6% |
| 3Y | +140.7% | -26.2% | +166.9% | +143.4% |
| All | +140.7% | -25.7% | +166.4% | +143.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling