+967.7%
BX vs FITB
+133.6%
+834.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -4.4% | +0.6% | -5.0% | -4.6% |
| 30D | +0.1% | -4.7% | +4.8% | +1.8% |
| 3M | +16.0% | +6.7% | +9.3% | +13.2% |
| 6M | +21.6% | +12.6% | +9.1% | +16.4% |
| YTD | -8.9% | +19.1% | -28.0% | -14.7% |
| 1Y | -16.6% | +22.6% | -39.3% | -22.8% |
| 3Y | +43.3% | +127.1% | -83.8% | +7.3% |
| 5Y | +25.7% | +71.8% | -46.1% | +3.6% |
| 10Y | +689.5% | +287.2% | +402.3% | +365.4% |
| All | +967.7% | +133.6% | +834.1% | +615.7% |
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 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