+146.1%
FITB vs BR
+1,286.0%
-1,139.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +1.1% |
| 7D | +2.8% | -5.9% | +8.8% | +7.3% |
| 30D | -4.5% | +1.9% | -6.4% | -6.4% |
| 3M | +5.7% | +14.7% | -9.0% | -5.8% |
| 6M | +17.1% | -12.8% | +29.9% | +25.9% |
| YTD | +18.3% | -23.0% | +41.4% | +37.5% |
| 1Y | +23.9% | -31.7% | +55.6% | +57.2% |
| 3Y | +131.1% | -4.8% | +135.9% | +123.4% |
| 5Y | +71.1% | +7.8% | +63.3% | +44.4% |
| 10Y | +283.9% | +184.1% | +99.8% | +35.4% |
| All | +146.1% | +1,286.0% | -1,139.8% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling