+10.3%
BEN vs ESI
+224.6%
-214.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +2.5% |
| 7D | +0.2% | +3.3% | -3.1% | -0.9% |
| 30D | -0.5% | -5.9% | +5.3% | +1.5% |
| 3M | +9.7% | -14.1% | +23.8% | +14.4% |
| 6M | +33.9% | +6.6% | +27.3% | +27.8% |
| YTD | +49.0% | +45.0% | +4.0% | +26.5% |
| 1Y | +42.1% | +41.5% | +0.7% | +21.1% |
| 3Y | +51.9% | +78.8% | -26.9% | +16.6% |
| 5Y | +39.0% | +70.9% | -31.8% | +8.0% |
| 10Y | +57.9% | +317.1% | -259.2% | -8.1% |
| All | +10.3% | +224.6% | -214.4% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling