+215.9%
FITB vs BBWI
-45.0%
+260.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -0.6% | -7.7% | +7.1% | +1.7% |
| 30D | +7.0% | +24.8% | -17.7% | +0.2% |
| 3M | -4.8% | +16.2% | -21.0% | -9.8% |
| 6M | +13.5% | +15.8% | -2.3% | +6.5% |
| YTD | +19.1% | +11.4% | +7.6% | +11.1% |
| 1Y | +30.8% | +3.2% | +27.6% | +22.7% |
| 3Y | +141.6% | -23.5% | +165.1% | +134.4% |
| 5Y | +48.3% | -67.4% | +115.7% | +78.5% |
| 10Y | +215.9% | -46.0% | +261.9% | +132.1% |
| All | +215.9% | -45.0% | +260.9% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling