+977.1%
BE vs FITB
+151.2%
+825.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.4% |
| 7D | +23.9% | -0.4% | +24.3% | +24.3% |
| 30D | +27.8% | -5.1% | +33.0% | +32.7% |
| 3M | +3.7% | +3.5% | +0.2% | +0.4% |
| 6M | +78.0% | +17.2% | +60.7% | +57.4% |
| YTD | +209.9% | +17.6% | +192.3% | +171.8% |
| 1Y | +389.6% | +23.4% | +366.2% | +312.3% |
| 3Y | +1,730.6% | +129.7% | +1,600.8% | +868.3% |
| 5Y | +1,227.8% | +68.4% | +1,159.4% | +744.0% |
| All | +977.1% | +151.2% | +825.9% | +220.2% |
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