+79.9%
FITB vs BG
+1,185.2%
-1,105.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.0% | -2.6% |
| 7D | +2.8% | +2.4% | +0.5% | +1.7% |
| 30D | -4.5% | +15.0% | -19.6% | -10.5% |
| 3M | +5.7% | -0.7% | +6.3% | +4.9% |
| 6M | +17.1% | +7.5% | +9.6% | +11.3% |
| YTD | +18.3% | +41.6% | -23.3% | -1.0% |
| 1Y | +23.9% | +50.7% | -26.8% | -0.3% |
| 3Y | +131.1% | +20.3% | +110.8% | +100.1% |
| 5Y | +71.1% | +85.2% | -14.1% | +17.5% |
| 10Y | +283.9% | +160.6% | +123.3% | +113.6% |
| All | +79.9% | +1,185.2% | -1,105.3% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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