+68.4%
FITB vs BN
+33.2%
+35.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.6% |
| 7D | -0.4% | -3.0% | +2.6% | +1.4% |
| 30D | -5.1% | -13.0% | +7.9% | +3.1% |
| 3M | +3.5% | -15.2% | +18.8% | +14.2% |
| 6M | +17.2% | -5.9% | +23.1% | +20.5% |
| YTD | +17.6% | -15.8% | +33.4% | +28.8% |
| 1Y | +23.4% | -12.2% | +35.5% | +30.9% |
| 3Y | +129.7% | +72.2% | +57.5% | +51.4% |
| 5Y | +68.4% | +33.2% | +35.2% | +26.2% |
| All | +68.4% | +33.2% | +35.2% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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