+61.0%
BEN vs EXEL
+354.7%
-293.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +7.2% | -2.8% | +10.0% | +7.8% |
| 30D | +14.1% | +18.2% | -4.1% | +10.8% |
| 3M | +9.9% | +37.7% | -27.8% | +3.7% |
| 6M | +17.4% | +42.2% | -24.8% | +9.8% |
| YTD | +57.3% | +61.3% | -4.0% | +43.3% |
| 1Y | +66.9% | +64.5% | +2.4% | +51.4% |
| 3Y | +85.7% | +236.7% | -151.0% | +44.1% |
| 5Y | +31.2% | +296.3% | -265.1% | -2.5% |
| 10Y | +61.0% | +331.1% | -270.1% | +16.1% |
| All | +61.0% | +354.7% | -293.6% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling