+66.9%
BEN vs ES
+1.2%
+65.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +7.2% | +0.1% | +7.1% | +7.1% |
| 30D | +14.1% | +6.7% | +7.4% | +13.7% |
| 3M | +9.9% | +0.3% | +9.6% | +9.8% |
| 6M | +17.4% | +7.4% | +10.0% | +16.9% |
| YTD | +57.3% | +8.4% | +48.9% | +55.6% |
| 1Y | +66.9% | +0.6% | +66.3% | +65.9% |
| All | +66.9% | +1.2% | +65.7% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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