+642.7%
BX vs FITB
+288.7%
+354.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.3% | -3.1% |
| 7D | -8.9% | -1.0% | -7.9% | -8.4% |
| 30D | -14.8% | -5.5% | -9.3% | -12.3% |
| 3M | +6.9% | +4.1% | +2.8% | +4.4% |
| 6M | +16.3% | +18.7% | -2.4% | +5.9% |
| YTD | -16.1% | +18.2% | -34.2% | -23.6% |
| 1Y | -26.8% | +23.7% | -50.4% | -35.0% |
| 3Y | +22.4% | +130.8% | -108.3% | -20.3% |
| 5Y | +16.0% | +69.8% | -53.8% | -12.9% |
| All | +642.7% | +288.7% | +354.0% | +254.7% |
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