+29.3%
BEN vs ES
+6.6%
+22.7%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +6.8% | +2.7% | +4.1% | +5.8% |
| 30D | +18.0% | +7.6% | +10.4% | +14.7% |
| 3M | +7.5% | +0.5% | +7.0% | +7.0% |
| 6M | +14.7% | +7.6% | +7.1% | +11.0% |
| YTD | +56.1% | +10.2% | +45.9% | +48.6% |
| 1Y | +69.6% | +1.8% | +67.8% | +65.8% |
| 3Y | +87.7% | +55.4% | +32.3% | +44.5% |
| All | +29.3% | +6.6% | +22.7% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling