+178.0%
FITB vs BB
+258.8%
-80.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.6% | -5.6% | +6.2% | +1.4% |
| 30D | -4.7% | -11.8% | +7.1% | -3.3% |
| 3M | +6.7% | -25.5% | +32.2% | +9.8% |
| 6M | +12.6% | +121.3% | -108.7% | -1.1% |
| YTD | +19.1% | +103.2% | -84.0% | +5.9% |
| 1Y | +22.6% | +102.6% | -80.0% | +8.5% |
| 3Y | +127.1% | +37.5% | +89.6% | +103.1% |
| 5Y | +71.8% | -30.4% | +102.3% | +63.7% |
| 10Y | +287.2% | 0.0% | +287.2% | +207.5% |
| All | +178.0% | +258.8% | -80.8% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling