+285.6%
FITB vs BAX
-37.8%
+323.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | -0.4% | -5.1% | +4.7% | +1.5% |
| 30D | -5.1% | -12.2% | +7.0% | -0.7% |
| 3M | +3.5% | +21.8% | -18.3% | -4.6% |
| 6M | +17.2% | +36.3% | -19.1% | +3.1% |
| YTD | +17.6% | +27.8% | -10.2% | +4.7% |
| 1Y | +23.4% | -0.1% | +23.4% | +19.6% |
| 3Y | +129.7% | -33.3% | +163.1% | +152.6% |
| 5Y | +68.4% | -67.1% | +135.5% | +154.1% |
| 10Y | +285.6% | -36.9% | +322.6% | +445.2% |
| All | +285.6% | -37.8% | +323.4% | +445.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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