+2,867.6%
FITB vs BEN
+5,129.3%
-2,261.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.2% |
| 7D | +0.8% | +11.3% | -10.5% | -5.8% |
| 30D | +7.3% | +15.0% | -7.7% | -1.8% |
| 3M | -6.3% | +7.8% | -14.2% | -11.0% |
| 6M | +12.6% | +15.5% | -2.9% | +2.0% |
| YTD | +18.0% | +55.4% | -37.4% | -11.5% |
| 1Y | +28.9% | +63.3% | -34.4% | -6.3% |
| 3Y | +139.4% | +83.4% | +56.0% | +57.3% |
| 5Y | +47.2% | +28.1% | +19.1% | +19.3% |
| 10Y | +213.0% | +59.1% | +153.9% | +114.3% |
| All | +2,867.6% | +5,129.3% | -2,261.7% | +642.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling