+57.6%
BEN vs EXEL
+378.5%
-320.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -1.7% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | +1.8% | +10.1% | -8.3% | -0.1% |
| 3M | +8.4% | +10.1% | -1.7% | +6.2% |
| 6M | +35.6% | +37.7% | -2.0% | +27.3% |
| YTD | +46.4% | +33.1% | +13.3% | +37.9% |
| 1Y | +46.3% | +52.4% | -6.0% | +33.9% |
| 3Y | +54.6% | +163.8% | -109.2% | +24.8% |
| 5Y | +39.4% | +198.5% | -159.1% | +8.4% |
| 10Y | +57.6% | +386.9% | -329.3% | +2.7% |
| All | +57.6% | +378.5% | -320.9% | +2.7% |
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