-30.6%
AR vs BEN
+15.4%
-46.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -3.4% |
| 7D | -14.3% | +6.6% | -20.9% | -17.5% |
| 30D | +1.4% | +3.8% | -2.4% | -1.3% |
| 3M | +3.4% | +0.2% | +3.2% | +2.2% |
| 6M | -2.1% | +10.4% | -12.5% | -9.2% |
| YTD | +4.7% | +46.2% | -41.5% | -19.2% |
| 1Y | +10.6% | +52.3% | -41.7% | -16.9% |
| 3Y | +24.6% | +65.9% | -41.4% | -16.2% |
| 5Y | +71.9% | +20.6% | +51.3% | +37.5% |
| 10Y | +46.4% | +64.8% | -18.4% | -13.1% |
| All | -30.6% | +15.4% | -46.1% | -48.7% |
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