+57.0%
BEN vs EL
-30.9%
+88.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.2% |
| 7D | +4.7% | +1.7% | +3.0% | +4.3% |
| 30D | +2.6% | +15.5% | -12.9% | -1.0% |
| 3M | +11.5% | +20.6% | -9.1% | +6.3% |
| 6M | +35.3% | +10.5% | +24.9% | +30.7% |
| YTD | +48.6% | -1.9% | +50.5% | +46.4% |
| 1Y | +46.7% | +16.1% | +30.6% | +38.0% |
| 3Y | +57.0% | -30.2% | +87.2% | +62.6% |
| All | +57.0% | -30.9% | +88.0% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling