+635.8%
BX vs FITB
+212.2%
+423.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.8% |
| 7D | +0.6% | +2.8% | -2.2% | -0.8% |
| 30D | +14.2% | +9.8% | +4.5% | +8.9% |
| 3M | -18.7% | -5.2% | -13.6% | -16.3% |
| 6M | +2.5% | +17.3% | -14.9% | -5.9% |
| YTD | -18.8% | +19.3% | -38.1% | -26.3% |
| 1Y | -10.3% | +32.7% | -43.0% | -23.2% |
| 3Y | +35.4% | +141.6% | -106.2% | -13.5% |
| 5Y | +0.3% | +48.9% | -48.6% | -20.2% |
| All | +635.8% | +212.2% | +423.6% | +260.9% |
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