+57.6%
BEN vs EL
+28.8%
+28.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.3% | -0.5% |
| 7D | +3.4% | -2.4% | +5.7% | +4.3% |
| 30D | +1.8% | +13.7% | -11.9% | -3.5% |
| 3M | +8.4% | +14.5% | -6.1% | +2.2% |
| 6M | +35.6% | +7.4% | +28.2% | +29.5% |
| YTD | +46.4% | -4.7% | +51.1% | +44.1% |
| 1Y | +46.3% | +12.9% | +33.4% | +33.5% |
| 3Y | +54.6% | -32.2% | +86.8% | +62.2% |
| 5Y | +39.4% | -68.4% | +107.8% | +107.2% |
| 10Y | +57.6% | +28.3% | +29.3% | +32.7% |
| All | +57.6% | +28.8% | +28.7% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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