+63.2%
BLK vs FITB
+129.2%
-66.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -5.2% | -1.0% | -4.2% | -4.7% |
| 30D | -7.0% | -5.5% | -1.5% | -4.4% |
| 3M | +5.7% | +4.1% | +1.5% | +3.2% |
| 6M | +11.0% | +18.7% | -7.7% | +1.2% |
| YTD | +0.9% | +18.2% | -17.3% | -8.4% |
| 1Y | -1.6% | +23.7% | -25.3% | -13.0% |
| All | +63.2% | +129.2% | -66.0% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling