+131.1%
FITB vs BB
+68.2%
+62.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.9% |
| 7D | +2.8% | +0.5% | +2.3% | +2.8% |
| 30D | -4.5% | -12.4% | +7.8% | -3.2% |
| 3M | +5.7% | -15.3% | +20.9% | +6.6% |
| 6M | +17.1% | +128.8% | -111.7% | +2.8% |
| YTD | +18.3% | +107.7% | -89.3% | +5.1% |
| 1Y | +23.9% | +103.9% | -80.0% | +9.7% |
| 3Y | +131.1% | +72.6% | +58.5% | +94.5% |
| All | +131.1% | +68.2% | +62.9% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling