+2,896.1%
FITB vs BN
+15,251.3%
-12,355.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +0.6% | -2.5% | +3.1% | +2.1% |
| 30D | -4.7% | -9.5% | +4.8% | +0.9% |
| 3M | +6.7% | -10.4% | +17.1% | +13.5% |
| 6M | +12.6% | -6.4% | +18.9% | +16.2% |
| YTD | +19.1% | -11.9% | +31.0% | +26.7% |
| 1Y | +22.6% | -8.6% | +31.2% | +27.2% |
| 3Y | +127.1% | +77.6% | +49.6% | +55.1% |
| 5Y | +71.8% | +37.0% | +34.8% | +34.7% |
| 10Y | +287.2% | +266.4% | +20.8% | +76.9% |
| All | +2,896.1% | +15,251.3% | -12,355.2% | +449.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling