+805.5%
FITB vs BTG
+371.8%
+433.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.6% |
| 7D | -1.0% | -5.5% | +4.5% | -0.6% |
| 30D | -5.5% | +6.1% | -11.6% | -5.9% |
| 3M | +4.1% | +38.6% | -34.5% | +1.7% |
| 6M | +18.7% | +0.7% | +18.0% | +18.0% |
| YTD | +18.2% | +20.3% | -2.2% | +15.8% |
| 1Y | +23.7% | +25.0% | -1.4% | +20.5% |
| 3Y | +130.8% | +97.3% | +33.5% | +115.9% |
| 5Y | +69.8% | +78.3% | -8.6% | +58.4% |
| 10Y | +287.4% | +151.6% | +135.7% | +239.9% |
| All | +805.5% | +371.8% | +433.7% | +369.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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