+2,895.1%
FITB vs BN
+15,947.2%
-13,052.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | -0.6% | -2.4% | +1.8% | +0.8% |
| 30D | +7.0% | +13.5% | -6.5% | -0.9% |
| 3M | -4.8% | -5.9% | +1.2% | -1.7% |
| 6M | +13.5% | -8.9% | +22.5% | +19.1% |
| YTD | +19.1% | -7.9% | +26.9% | +23.1% |
| 1Y | +30.8% | -8.3% | +39.0% | +35.3% |
| 3Y | +141.6% | +100.8% | +40.9% | +53.6% |
| 5Y | +48.3% | +38.2% | +10.1% | +15.5% |
| 10Y | +215.9% | +302.3% | -86.4% | +37.0% |
| All | +2,895.1% | +15,947.2% | -13,052.1% | +433.1% |
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