+2,895.1%
FITB vs BEN
+5,193.4%
-2,298.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.6% | +7.2% | -7.8% | -5.0% |
| 30D | +7.0% | +14.1% | -7.1% | -1.6% |
| 3M | -4.8% | +9.9% | -14.7% | -10.6% |
| 6M | +13.5% | +17.4% | -3.8% | +1.9% |
| YTD | +19.1% | +57.3% | -38.2% | -11.3% |
| 1Y | +30.8% | +66.9% | -36.2% | -6.2% |
| 3Y | +141.6% | +85.7% | +56.0% | +57.6% |
| 5Y | +48.3% | +31.2% | +17.1% | +18.4% |
| 10Y | +215.9% | +61.0% | +154.9% | +114.6% |
| All | +2,895.1% | +5,193.4% | -2,298.3% | +643.7% |
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