+81.0%
FITB vs BTDR
+19.6%
+61.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.4% |
| 7D | -0.3% | -3.4% | +3.1% | -0.1% |
| 30D | -5.7% | +32.6% | -38.3% | -7.0% |
| 3M | +3.2% | -32.2% | +35.4% | +4.3% |
| 6M | +23.4% | +52.4% | -29.0% | +19.2% |
| YTD | +18.8% | +6.7% | +12.1% | +16.2% |
| 1Y | +25.0% | -15.2% | +40.2% | +22.3% |
| 3Y | +131.2% | +14.9% | +116.3% | +108.4% |
| 5Y | +70.7% | +20.8% | +49.9% | +51.1% |
| All | +81.0% | +19.6% | +61.4% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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