+284.0%
FITB vs BR
+189.7%
+94.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -0.3% | -3.0% | +2.7% | +1.3% |
| 30D | -5.7% | -0.3% | -5.4% | -5.8% |
| 3M | +3.2% | +17.3% | -14.1% | -6.0% |
| 6M | +23.4% | -6.7% | +30.1% | +26.1% |
| YTD | +18.8% | -23.4% | +42.2% | +34.3% |
| 1Y | +25.0% | -32.7% | +57.6% | +52.2% |
| 3Y | +131.2% | -5.9% | +137.1% | +128.8% |
| 5Y | +70.7% | +8.4% | +62.2% | +51.3% |
| All | +284.0% | +189.7% | +94.3% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling