+68.4%
FITB vs BTDR
+24.7%
+43.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.5% |
| 7D | -0.4% | +14.8% | -15.2% | -1.0% |
| 30D | -5.1% | +41.8% | -47.0% | -6.8% |
| 3M | +3.5% | -29.2% | +32.7% | +4.5% |
| 6M | +17.2% | +66.2% | -49.0% | +12.8% |
| YTD | +17.6% | +10.0% | +7.6% | +14.9% |
| 1Y | +23.4% | -11.0% | +34.3% | +20.4% |
| 3Y | +129.7% | +6.9% | +122.8% | +106.7% |
| 5Y | +68.4% | +24.7% | +43.7% | +46.3% |
| All | +68.4% | +24.7% | +43.7% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling