+42.5%
BEN vs ES
-5.6%
+48.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | -0.5% | -2.0% | +1.4% | +0.1% |
| 3M | +9.7% | +1.7% | +8.0% | +8.7% |
| 6M | +33.9% | -3.5% | +37.4% | +35.1% |
| YTD | +49.0% | +7.9% | +41.1% | +43.4% |
| 1Y | +42.1% | +17.2% | +25.0% | +30.5% |
| 3Y | +51.9% | +29.3% | +22.6% | +29.5% |
| All | +42.5% | -5.6% | +48.1% | +37.1% |
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