+175.4%
FITB vs BB
+325.0%
-149.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.5% |
| 7D | +0.8% | +9.0% | -8.1% | -0.4% |
| 30D | +7.3% | +7.7% | -0.3% | +5.9% |
| 3M | -6.3% | +4.0% | -10.3% | -7.5% |
| 6M | +12.6% | +46.6% | -34.1% | +4.6% |
| YTD | +18.0% | +140.6% | -122.7% | +1.9% |
| 1Y | +28.9% | +103.1% | -74.2% | +13.7% |
| 3Y | +139.4% | +150.5% | -11.1% | +97.1% |
| 5Y | +47.2% | -15.4% | +62.6% | +36.3% |
| 10Y | +213.0% | +25.4% | +187.6% | +139.8% |
| All | +175.4% | +325.0% | -149.6% | +92.2% |
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