+280.3%
FITB vs BEN
+58.8%
+221.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.4% |
| 7D | -0.4% | +3.4% | -3.7% | -2.7% |
| 30D | -5.1% | +1.8% | -6.9% | -6.4% |
| 3M | +3.5% | +8.4% | -4.8% | -2.5% |
| 6M | +17.2% | +35.6% | -18.4% | -6.1% |
| YTD | +17.6% | +46.4% | -28.7% | -10.8% |
| 1Y | +23.4% | +46.3% | -23.0% | -6.9% |
| 3Y | +129.7% | +54.6% | +75.1% | +61.4% |
| 5Y | +68.4% | +39.4% | +29.0% | +23.2% |
| All | +280.3% | +58.8% | +221.5% | +124.1% |
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