+851.5%
BX vs FITB
+133.9%
+717.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | +0.6% | +2.8% | -2.2% | -0.4% |
| 30D | +14.2% | +9.8% | +4.5% | +10.6% |
| 3M | -18.7% | -5.2% | -13.6% | -17.1% |
| 6M | +2.5% | +17.3% | -14.9% | -3.2% |
| YTD | -18.8% | +19.3% | -38.1% | -23.9% |
| 1Y | -10.3% | +32.7% | -43.0% | -19.1% |
| 3Y | +35.4% | +141.6% | -106.2% | -0.3% |
| 5Y | +0.3% | +48.9% | -48.6% | -13.0% |
| 10Y | +668.4% | +216.5% | +451.8% | +384.5% |
| All | +851.5% | +133.9% | +717.6% | +538.7% |
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