+69.8%
FITB vs BBY
-1.6%
+71.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -1.0% | +0.7% | -1.7% | -1.3% |
| 30D | -5.5% | +5.8% | -11.3% | -7.7% |
| 3M | +4.1% | +18.0% | -13.9% | -2.7% |
| 6M | +18.7% | +39.8% | -21.1% | +3.0% |
| YTD | +18.2% | +35.4% | -17.2% | +3.4% |
| 1Y | +23.7% | +21.4% | +2.3% | +12.4% |
| 3Y | +130.8% | +39.5% | +91.2% | +88.1% |
| 5Y | +69.8% | -0.5% | +70.3% | +36.5% |
| All | +69.8% | -1.6% | +71.4% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling