+66.3%
BEN vs CAPR
-99.1%
+165.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.5% |
| 7D | +0.2% | -2.0% | +2.2% | +0.3% |
| 30D | -0.5% | +139.2% | -139.7% | -2.0% |
| 3M | +9.7% | -66.4% | +76.1% | +10.3% |
| 6M | +33.9% | -63.1% | +97.0% | +34.3% |
| YTD | +49.0% | -67.4% | +116.4% | +49.6% |
| 1Y | +42.1% | +58.2% | -16.1% | +35.0% |
| 3Y | +51.9% | +42.2% | +9.7% | +41.6% |
| 5Y | +39.0% | +87.3% | -48.2% | +28.1% |
| 10Y | +57.9% | -75.3% | +133.1% | +40.0% |
| All | +66.3% | -99.1% | +165.4% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling