+23.4%
FITB vs BBWI
-35.2%
+58.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | +0.2% |
| 7D | -0.4% | -4.4% | +4.0% | +0.1% |
| 30D | -5.1% | -7.4% | +2.2% | -4.4% |
| 3M | +3.5% | -2.2% | +5.8% | +3.5% |
| 6M | +17.2% | -16.3% | +33.5% | +18.7% |
| YTD | +17.6% | -9.1% | +26.8% | +18.5% |
| 1Y | +23.4% | -34.5% | +57.9% | +25.2% |
| All | +23.4% | -35.2% | +58.6% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling