+54.8%
BEN vs CAPR
-59.6%
+114.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +26.5% | -26.5% | -0.5% |
| 7D | +7.2% | +25.8% | -18.6% | +6.7% |
| 30D | +14.1% | +50.2% | -36.1% | +13.1% |
| 3M | +9.9% | +185.5% | -175.6% | +7.3% |
| 6M | +17.4% | -64.8% | +82.2% | +17.9% |
| YTD | +57.3% | -61.1% | +118.4% | +57.3% |
| 1Y | +66.9% | +81.0% | -14.0% | +55.2% |
| 3Y | +85.7% | +300.7% | -215.0% | +63.0% |
| 5Y | +31.2% | +223.3% | -192.1% | +13.9% |
| All | +54.8% | -59.6% | +114.4% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling