+2,896.1%
FITB vs BAX
+900.4%
+1,995.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | +0.6% | -1.1% | +1.8% | +1.0% |
| 30D | -4.7% | -5.5% | +0.7% | -2.9% |
| 3M | +6.7% | +33.5% | -26.9% | -4.8% |
| 6M | +12.6% | +35.9% | -23.3% | -0.6% |
| YTD | +19.1% | +35.4% | -16.2% | +4.2% |
| 1Y | +22.6% | +9.8% | +12.9% | +14.7% |
| 3Y | +127.1% | -32.7% | +159.8% | +145.8% |
| 5Y | +71.8% | -65.6% | +137.4% | +134.8% |
| 10Y | +287.2% | -34.9% | +322.1% | +315.5% |
| All | +2,896.1% | +900.4% | +1,995.7% | +1,389.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling