+131.1%
FITB vs BBWI
-44.4%
+175.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.5% | 0.0% |
| 7D | +2.8% | +1.6% | +1.3% | +2.5% |
| 30D | -4.5% | -6.2% | +1.7% | -3.5% |
| 3M | +5.7% | +4.3% | +1.3% | +3.9% |
| 6M | +17.1% | -7.2% | +24.3% | +17.2% |
| YTD | +18.3% | -3.0% | +21.4% | +16.6% |
| 1Y | +23.9% | -30.8% | +54.7% | +31.6% |
| 3Y | +131.1% | -43.4% | +174.5% | +139.4% |
| All | +131.1% | -44.4% | +175.5% | +139.4% |
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