+641.3%
FITB vs BAH
+886.2%
-244.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | +0.6% | -3.2% | +3.8% | +1.5% |
| 30D | -4.7% | +2.0% | -6.7% | -5.5% |
| 3M | +6.7% | -7.6% | +14.3% | +8.5% |
| 6M | +12.6% | -5.7% | +18.2% | +12.9% |
| YTD | +19.1% | -11.7% | +30.8% | +20.7% |
| 1Y | +22.6% | -27.4% | +50.0% | +31.5% |
| 3Y | +127.1% | -32.5% | +159.7% | +137.0% |
| 5Y | +71.8% | -3.3% | +75.1% | +53.7% |
| 10Y | +287.2% | +186.0% | +101.2% | +132.5% |
| All | +641.3% | +886.2% | -244.9% | +155.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling