+74.2%
AR vs BEN
+19.4%
+54.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -2.3% |
| 7D | -14.3% | +6.6% | -20.9% | -16.1% |
| 30D | +1.4% | +3.8% | -2.4% | -0.1% |
| 3M | +3.4% | +0.2% | +3.2% | +2.8% |
| 6M | -2.1% | +10.4% | -12.5% | -6.3% |
| YTD | +4.7% | +46.2% | -41.5% | -10.9% |
| 1Y | +10.6% | +52.3% | -41.7% | -7.7% |
| 3Y | +24.6% | +65.9% | -41.4% | -3.8% |
| All | +74.2% | +19.4% | +54.8% | +66.7% |
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 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