+275.1%
BLK vs FITB
+290.8%
-15.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | -3.3% | -0.3% | -3.0% | -3.2% |
| 30D | -6.5% | -5.7% | -0.9% | -3.9% |
| 3M | +6.7% | +3.2% | +3.6% | +4.9% |
| 6M | +14.7% | +23.4% | -8.7% | +3.4% |
| YTD | +2.5% | +18.8% | -16.3% | -6.3% |
| 1Y | -2.8% | +25.0% | -27.7% | -13.5% |
| 3Y | +65.9% | +131.2% | -65.3% | +8.3% |
| 5Y | +33.0% | +70.7% | -37.7% | -2.2% |
| All | +275.1% | +290.8% | -15.7% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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