+5,069.2%
BEN vs ES
+1,261.0%
+3,808.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.6% |
| 7D | +11.3% | -1.1% | +12.4% | +11.7% |
| 30D | +15.0% | +8.2% | +6.8% | +11.1% |
| 3M | +7.8% | +0.6% | +7.2% | +7.2% |
| 6M | +15.5% | +6.0% | +9.5% | +12.1% |
| YTD | +55.4% | +9.3% | +46.1% | +48.0% |
| 1Y | +63.3% | +1.1% | +62.1% | +59.7% |
| 3Y | +83.4% | +51.9% | +31.5% | +48.5% |
| 5Y | +28.1% | +6.5% | +21.6% | +19.4% |
| 10Y | +59.1% | +94.8% | -35.7% | +12.6% |
| All | +5,069.2% | +1,261.0% | +3,808.2% | +1,609.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling