+282.0%
FITB vs BBWI
-57.7%
+339.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.9% |
| 7D | -1.0% | -8.0% | +7.0% | +1.3% |
| 30D | -5.5% | -6.6% | +1.1% | -4.1% |
| 3M | +4.1% | -2.7% | +6.8% | +3.7% |
| 6M | +18.7% | -12.8% | +31.5% | +20.5% |
| YTD | +18.2% | -10.5% | +28.6% | +18.2% |
| 1Y | +23.7% | -35.3% | +59.0% | +33.6% |
| 3Y | +130.8% | -47.7% | +178.5% | +152.1% |
| 5Y | +69.8% | -68.9% | +138.6% | +107.0% |
| All | +282.0% | -57.7% | +339.7% | +205.2% |
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