+12,790.5%
BLK vs FITB
+191.0%
+12,599.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -2.7% | -0.4% | -2.3% | -2.5% |
| 30D | -4.8% | -5.1% | +0.4% | -3.2% |
| 3M | +6.5% | +3.5% | +2.9% | +5.2% |
| 6M | +13.2% | +17.2% | -4.1% | +7.5% |
| YTD | +1.8% | +17.6% | -15.8% | -3.6% |
| 1Y | -1.0% | +23.4% | -24.3% | -7.7% |
| 3Y | +66.0% | +129.7% | -63.8% | +26.9% |
| 5Y | +31.2% | +68.4% | -37.2% | +9.1% |
| 10Y | +278.5% | +285.6% | -7.1% | +136.1% |
| All | +12,790.5% | +191.0% | +12,599.4% | +6,394.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling