+18.0%
ALL vs BEN
+11.0%
+7.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.7% | -9.2% | -3.9% |
| 7D | -1.9% | +6.6% | -8.6% | -1.0% |
| 30D | +13.8% | +3.8% | +9.9% | +14.4% |
| 3M | -7.0% | +0.2% | -7.2% | -7.1% |
| 6M | +18.0% | +10.4% | +7.6% | +19.2% |
| All | +18.0% | +11.0% | +7.0% | +19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling