+47.2%
FITB vs BAX
-64.3%
+111.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.3% |
| 7D | +0.8% | +0.4% | +0.5% | +0.7% |
| 30D | +7.3% | +3.4% | +3.9% | +6.0% |
| 3M | -6.3% | -4.5% | -1.9% | -5.5% |
| 6M | +12.6% | +44.0% | -31.5% | +0.2% |
| YTD | +18.0% | +34.9% | -16.9% | +5.7% |
| 1Y | +28.9% | +37.9% | -9.0% | +14.6% |
| 3Y | +139.4% | -17.1% | +156.5% | +140.9% |
| 5Y | +47.2% | -64.3% | +111.5% | +101.5% |
| All | +47.2% | -64.3% | +111.5% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling