+1,210.1%
BEN vs EL
+1,685.7%
-475.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +2.3% |
| 7D | +0.2% | +0.8% | -0.6% | -0.1% |
| 30D | -0.5% | +19.8% | -20.4% | -8.4% |
| 3M | +9.7% | +25.7% | -16.0% | -1.2% |
| 6M | +33.9% | +5.4% | +28.5% | +27.9% |
| YTD | +49.0% | +0.2% | +48.8% | +43.1% |
| 1Y | +42.1% | +20.4% | +21.7% | +25.0% |
| 3Y | +51.9% | -32.1% | +84.0% | +56.4% |
| 5Y | +39.0% | -67.2% | +106.2% | +93.2% |
| 10Y | +57.9% | +31.7% | +26.1% | +14.5% |
| All | +1,210.1% | +1,685.7% | -475.6% | +235.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling