+39.4%
BEN vs ESI
+74.4%
-35.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | +3.4% | +3.9% | -0.6% | +1.5% |
| 30D | +1.8% | -3.8% | +5.6% | +3.4% |
| 3M | +8.4% | -13.1% | +21.5% | +13.6% |
| 6M | +35.6% | +11.3% | +24.3% | +23.0% |
| YTD | +46.4% | +44.1% | +2.3% | +13.9% |
| 1Y | +46.3% | +40.3% | +6.0% | +14.4% |
| 3Y | +54.6% | +84.1% | -29.4% | -4.0% |
| 5Y | +39.4% | +75.8% | -36.4% | -15.9% |
| All | +39.4% | +74.4% | -35.1% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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