+9.9%
BEN vs BURL
+987.9%
-978.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -4.2% |
| 7D | -0.4% | +3.5% | -3.9% | -1.2% |
| 30D | -0.7% | -9.3% | +8.6% | +1.6% |
| 3M | -6.8% | -32.1% | +25.3% | +2.0% |
| 6M | +7.9% | -19.8% | +27.7% | +12.6% |
| YTD | +39.6% | -13.2% | +52.8% | +42.5% |
| 1Y | +48.5% | -7.8% | +56.4% | +48.5% |
| 3Y | +55.7% | +89.3% | -33.6% | +25.9% |
| 5Y | +15.1% | -15.8% | +30.9% | +8.9% |
| 10Y | +57.4% | +262.2% | -204.8% | +6.6% |
| All | +9.9% | +987.9% | -978.1% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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