+53.9%
BEN vs COO
+40.7%
+13.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.8% | +5.2% |
| 7D | +12.2% | +4.3% | +7.9% | +10.1% |
| 30D | +12.1% | +17.6% | -5.5% | +4.1% |
| 3M | +7.3% | -13.9% | +21.2% | +13.7% |
| 6M | +17.9% | +6.6% | +11.3% | +11.8% |
| YTD | +55.4% | -22.0% | +77.4% | +71.4% |
| 1Y | +69.3% | -8.8% | +78.1% | +72.7% |
| 3Y | +82.8% | -21.5% | +104.3% | +93.1% |
| 5Y | +28.8% | -41.0% | +69.8% | +53.3% |
| 10Y | +53.9% | +40.9% | +13.0% | +49.4% |
| All | +53.9% | +40.7% | +13.2% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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