+23.1%
FITB vs BEN
+45.6%
-22.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.1% |
| 7D | -0.4% | +3.4% | -3.7% | -1.9% |
| 30D | -5.1% | +1.8% | -6.9% | -6.0% |
| 3M | +3.5% | +8.4% | -4.8% | -0.5% |
| 6M | +17.2% | +35.6% | -18.4% | +0.1% |
| YTD | +17.6% | +46.4% | -28.7% | -3.0% |
| All | +23.1% | +45.6% | -22.4% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling