+140.7%
FITB vs BBWI
-23.6%
+164.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +0.5% | -4.2% | +4.7% | +1.3% |
| 30D | +7.0% | +24.9% | -17.8% | +2.4% |
| 3M | -4.4% | +13.2% | -17.6% | -7.2% |
| 6M | +11.6% | +12.1% | -0.6% | +7.7% |
| YTD | +18.6% | +11.1% | +7.5% | +13.7% |
| 1Y | +29.8% | +0.7% | +29.1% | +26.0% |
| 3Y | +140.7% | -23.8% | +164.4% | +137.4% |
| All | +140.7% | -23.6% | +164.3% | +137.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling