+69.6%
BEN vs EL
+23.3%
+46.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | +6.8% | +1.5% | +5.3% | +6.5% |
| 30D | +18.0% | +10.0% | +8.0% | +15.9% |
| 3M | +7.5% | +28.4% | -20.9% | +2.4% |
| 6M | +14.7% | +37.1% | -22.3% | +7.4% |
| YTD | +56.1% | +7.8% | +48.3% | +50.6% |
| 1Y | +69.6% | +26.0% | +43.5% | +58.9% |
| All | +69.6% | +23.3% | +46.3% | +58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling