+2,896.1%
FITB vs BEN
+4,913.3%
-2,017.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -2.3% |
| 7D | +0.6% | +0.2% | +0.4% | +0.4% |
| 30D | -4.7% | -0.5% | -4.2% | -4.6% |
| 3M | +6.7% | +9.7% | -3.0% | +0.3% |
| 6M | +12.6% | +33.9% | -21.3% | -6.9% |
| YTD | +19.1% | +49.0% | -29.9% | -7.9% |
| 1Y | +22.6% | +42.1% | -19.5% | -2.8% |
| 3Y | +127.1% | +51.9% | +75.2% | +68.4% |
| 5Y | +71.8% | +39.0% | +32.8% | +31.7% |
| 10Y | +287.2% | +57.9% | +229.3% | +165.9% |
| All | +2,896.1% | +4,913.3% | -2,017.2% | +672.2% |
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