+1,283.3%
BEN vs EL
+1,831.4%
-548.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +7.2% | +0.3% | +6.9% | +7.2% |
| 30D | +14.1% | +12.3% | +1.8% | +8.8% |
| 3M | +9.9% | +28.4% | -18.5% | -1.9% |
| 6M | +17.4% | +36.7% | -19.3% | +1.2% |
| YTD | +57.3% | +8.4% | +48.9% | +45.8% |
| 1Y | +66.9% | +25.4% | +41.5% | +45.1% |
| 3Y | +85.7% | +3.4% | +82.2% | +60.6% |
| 5Y | +31.2% | -64.8% | +96.0% | +76.5% |
| 10Y | +61.0% | +63.0% | -1.9% | +6.4% |
| All | +1,283.3% | +1,831.4% | -548.0% | +241.8% |
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