+641.1%
FITB vs BAH
+1,077.1%
-436.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -0.6% | -1.6% | +1.0% | -0.2% |
| 30D | +7.0% | +18.0% | -11.0% | +1.8% |
| 3M | -4.8% | +11.4% | -16.2% | -8.2% |
| 6M | +13.5% | +17.7% | -4.1% | +6.8% |
| YTD | +19.1% | +5.4% | +13.7% | +14.1% |
| 1Y | +30.8% | +2.8% | +28.0% | +26.1% |
| 3Y | +141.6% | -26.7% | +168.3% | +147.5% |
| 5Y | +48.3% | +8.1% | +40.2% | +29.0% |
| 10Y | +215.9% | +202.5% | +13.4% | +87.4% |
| All | +641.1% | +1,077.1% | -436.0% | +142.1% |
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 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