+140.2%
FITB vs BEN
+87.8%
+52.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.9% |
| 7D | +0.5% | +12.1% | -11.7% | -5.5% |
| 30D | +7.0% | +13.4% | -6.4% | 0.0% |
| 3M | -4.4% | +9.4% | -13.7% | -9.0% |
| 6M | +11.6% | +19.3% | -7.7% | +0.9% |
| YTD | +18.6% | +57.3% | -38.6% | -8.2% |
| 1Y | +29.8% | +69.1% | -39.3% | -3.6% |
| All | +140.2% | +87.8% | +52.5% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling