+51.8%
BEN vs DGX
+255.3%
-203.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.7% |
| 7D | -3.1% | -0.9% | -2.2% | -2.8% |
| 30D | +0.2% | -1.2% | +1.3% | +0.6% |
| 3M | +6.8% | +15.8% | -8.9% | +0.6% |
| 6M | +38.1% | +18.2% | +19.9% | +28.6% |
| YTD | +44.3% | +37.2% | +7.1% | +26.0% |
| 1Y | +42.6% | +30.4% | +12.2% | +26.7% |
| 3Y | +52.3% | +96.7% | -44.4% | +11.6% |
| 5Y | +37.6% | +67.2% | -29.5% | +6.7% |
| All | +51.8% | +255.3% | -203.6% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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