+284.0%
FITB vs BBY
+252.7%
+31.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | -0.8% |
| 7D | -0.3% | +0.6% | -0.9% | -0.5% |
| 30D | -5.7% | +9.4% | -15.1% | -9.5% |
| 3M | +3.2% | +19.3% | -16.2% | -5.0% |
| 6M | +23.4% | +47.9% | -24.5% | +2.2% |
| YTD | +18.8% | +39.6% | -20.8% | +0.5% |
| 1Y | +25.0% | +22.2% | +2.8% | +11.4% |
| 3Y | +131.2% | +45.0% | +86.2% | +81.3% |
| 5Y | +70.7% | +2.6% | +68.1% | +50.4% |
| All | +284.0% | +252.7% | +31.3% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling