+51.8%
BEN vs EFV
+167.0%
-115.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.0% |
| 7D | +0.3% | -2.0% | +2.3% | +2.7% |
| 30D | +0.9% | -0.2% | +1.1% | +1.1% |
| 3M | +9.2% | +9.1% | 0.0% | -1.3% |
| 6M | +36.8% | +11.7% | +25.1% | +20.6% |
| YTD | +44.4% | +17.0% | +27.3% | +20.2% |
| 1Y | +45.8% | +26.7% | +19.1% | +10.8% |
| 3Y | +52.5% | +90.2% | -37.6% | -28.3% |
| 5Y | +37.7% | +96.1% | -58.4% | -36.6% |
| All | +51.8% | +167.0% | -115.2% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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