+641.7%
BE vs FITB
+153.3%
+488.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.1% |
| 7D | -13.4% | +0.5% | -13.8% | -13.4% |
| 30D | -33.9% | +7.0% | -40.9% | -36.9% |
| 3M | -12.0% | -4.4% | -7.6% | -9.2% |
| 6M | -29.0% | +11.6% | -40.5% | -34.8% |
| YTD | +113.4% | +18.6% | +94.8% | +86.0% |
| 1Y | +33.2% | +29.8% | +3.3% | +8.6% |
| 3Y | +1,659.2% | +140.7% | +1,518.5% | +799.6% |
| 5Y | +461.4% | +48.6% | +412.8% | +292.6% |
| All | +641.7% | +153.3% | +488.4% | +119.0% |
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