+25.1%
BX vs FITB
+128.2%
-103.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.2% |
| 7D | -5.7% | -0.4% | -5.3% | -5.4% |
| 30D | -8.9% | -5.1% | -3.7% | -5.5% |
| 3M | +8.4% | +3.5% | +4.9% | +5.2% |
| 6M | +18.9% | +17.2% | +1.7% | +5.2% |
| YTD | -13.6% | +17.6% | -31.3% | -24.3% |
| 1Y | -22.4% | +23.4% | -45.8% | -34.7% |
| All | +25.1% | +128.2% | -103.1% | -27.8% |
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