+2,900.6%
FITB vs BBWI
+1,144.0%
+1,756.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.6% |
| 7D | +2.8% | +0.1% | +2.6% | +2.7% |
| 30D | +9.8% | +12.9% | -3.1% | +5.0% |
| 3M | -5.2% | +16.0% | -21.2% | -11.3% |
| 6M | +17.3% | +16.6% | +0.7% | +8.0% |
| YTD | +19.3% | +9.7% | +9.6% | +9.9% |
| 1Y | +32.7% | +1.5% | +31.2% | +23.0% |
| 3Y | +141.6% | -21.4% | +162.9% | +128.5% |
| 5Y | +48.9% | -67.6% | +116.4% | +81.6% |
| 10Y | +216.5% | -46.8% | +263.3% | +155.9% |
| All | +2,900.6% | +1,144.0% | +1,756.6% | +636.5% |
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