+71.1%
FITB vs BBWI
-66.8%
+137.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.5% | +0.1% |
| 7D | +2.8% | +1.6% | +1.3% | +2.4% |
| 30D | -4.5% | -6.2% | +1.7% | -3.4% |
| 3M | +5.7% | +4.3% | +1.3% | +3.7% |
| 6M | +17.1% | -7.2% | +24.3% | +17.0% |
| YTD | +18.3% | -3.0% | +21.4% | +16.3% |
| 1Y | +23.9% | -30.8% | +54.7% | +31.3% |
| 3Y | +131.1% | -43.4% | +174.5% | +145.7% |
| 5Y | +71.1% | -66.7% | +137.8% | +106.6% |
| All | +71.1% | -66.8% | +137.9% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling