+71.1%
FITB vs BEN
+42.4%
+28.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.5% |
| 7D | +2.8% | +4.7% | -1.9% | 0.0% |
| 30D | -4.5% | +2.6% | -7.1% | -6.1% |
| 3M | +5.7% | +11.5% | -5.8% | -1.5% |
| 6M | +17.1% | +35.3% | -18.2% | -3.8% |
| YTD | +18.3% | +48.6% | -30.3% | -8.5% |
| 1Y | +23.9% | +46.7% | -22.8% | -3.7% |
| 3Y | +131.1% | +57.0% | +74.1% | +67.7% |
| 5Y | +71.1% | +41.8% | +29.3% | +28.3% |
| All | +71.1% | +42.4% | +28.7% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling