+203.1%
FITB vs BEN
+58.0%
+145.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.1% |
| 7D | +0.8% | +11.3% | -10.5% | -6.5% |
| 30D | +7.3% | +15.0% | -7.7% | -2.9% |
| 3M | -6.3% | +7.8% | -14.2% | -11.6% |
| 6M | +12.6% | +15.5% | -2.9% | +0.8% |
| YTD | +18.0% | +55.4% | -37.4% | -14.8% |
| 1Y | +28.9% | +63.3% | -34.4% | -10.2% |
| 3Y | +139.4% | +83.4% | +56.0% | +47.3% |
| 5Y | +47.2% | +28.1% | +19.1% | +15.5% |
| All | +203.1% | +58.0% | +145.1% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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