-14.9%
A vs BEN
+42.4%
-57.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.6% |
| 7D | -2.1% | +4.7% | -6.7% | -3.8% |
| 30D | +0.6% | +2.6% | -2.0% | -0.5% |
| 3M | +10.9% | +11.5% | -0.6% | +5.6% |
| 6M | +28.2% | +35.3% | -7.2% | +11.9% |
| YTD | +8.6% | +48.6% | -40.1% | -9.1% |
| 1Y | +15.5% | +46.7% | -31.2% | -3.1% |
| 3Y | +31.8% | +57.0% | -25.2% | +4.7% |
| 5Y | -14.9% | +41.8% | -56.7% | -33.5% |
| All | -14.9% | +42.4% | -57.2% | -33.5% |
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