+35.8%
BEN vs BG
+81.8%
-46.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | -3.1% | +3.1% | -6.2% | -3.7% |
| 30D | +0.2% | +10.2% | -10.1% | -1.8% |
| 3M | +6.8% | -1.7% | +8.5% | +6.9% |
| 6M | +38.1% | +1.0% | +37.1% | +36.9% |
| YTD | +44.3% | +39.9% | +4.4% | +32.2% |
| 1Y | +42.6% | +53.2% | -10.7% | +27.0% |
| 3Y | +52.3% | +16.3% | +36.0% | +43.4% |
| All | +35.8% | +81.8% | -46.0% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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