+39.4%
BEN vs DD
+59.3%
-19.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.1% |
| 7D | +3.4% | -3.8% | +7.1% | +5.6% |
| 30D | +1.8% | -9.2% | +11.0% | +7.4% |
| 3M | +8.4% | -9.0% | +17.4% | +14.0% |
| 6M | +35.6% | -5.0% | +40.6% | +38.2% |
| YTD | +46.4% | +7.4% | +39.0% | +37.9% |
| 1Y | +46.3% | +35.1% | +11.2% | +18.8% |
| 3Y | +54.6% | +43.2% | +11.4% | +15.9% |
| 5Y | +39.4% | +59.6% | -20.3% | -7.4% |
| All | +39.4% | +59.3% | -19.9% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 5y: compounded portfolio wealth divided by compounded DD 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…
5y analysis · Full analysis span regression · 6 months rolling