+55.2%
BEN vs CAPR
-77.1%
+132.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | -0.2% |
| 7D | +4.7% | -9.5% | +14.2% | +4.9% |
| 30D | +2.6% | +121.5% | -118.9% | +0.8% |
| 3M | +11.5% | -65.4% | +76.9% | +12.2% |
| 6M | +35.3% | -67.5% | +102.9% | +36.2% |
| YTD | +48.6% | -68.6% | +117.2% | +49.5% |
| 1Y | +46.7% | +42.7% | +4.0% | +36.8% |
| 3Y | +57.0% | +43.4% | +13.7% | +41.0% |
| 5Y | +41.8% | +86.0% | -44.2% | +24.5% |
| 10Y | +55.2% | -77.4% | +132.6% | +37.3% |
| All | +55.2% | -77.1% | +132.3% | +37.3% |
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