+2,896.1%
FITB vs BBWI
+1,034.6%
+1,861.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -1.2% |
| 7D | +0.6% | +1.5% | -0.9% | 0.0% |
| 30D | -4.7% | -5.2% | +0.5% | -3.6% |
| 3M | +6.7% | +11.1% | -4.4% | +1.4% |
| 6M | +12.6% | -13.4% | +25.9% | +14.7% |
| YTD | +19.1% | +0.1% | +19.0% | +14.5% |
| 1Y | +22.6% | -36.1% | +58.8% | +34.5% |
| 3Y | +127.1% | -44.1% | +171.2% | +144.9% |
| 5Y | +71.8% | -66.2% | +138.1% | +107.9% |
| 10Y | +287.2% | -54.8% | +341.9% | +234.9% |
| All | +2,896.1% | +1,034.6% | +1,861.5% | +667.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling