+41.8%
BEN vs EXEL
+195.7%
-153.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | +0.2% |
| 7D | +4.7% | +1.4% | +3.3% | +4.4% |
| 30D | +2.6% | +6.7% | -4.1% | +1.1% |
| 3M | +11.5% | +11.5% | 0.0% | +8.7% |
| 6M | +35.3% | +38.8% | -3.5% | +25.7% |
| YTD | +48.6% | +31.6% | +17.1% | +39.2% |
| 1Y | +46.7% | +53.0% | -6.3% | +32.3% |
| 3Y | +57.0% | +160.8% | -103.8% | +19.4% |
| 5Y | +41.8% | +190.1% | -148.3% | -0.3% |
| All | +41.8% | +195.7% | -153.9% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling