+604.4%
BEN vs EXEL
+273.2%
+331.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +0.2% | +8.4% | -8.1% | -1.1% |
| 30D | -0.5% | +4.1% | -4.6% | -1.3% |
| 3M | +9.7% | +12.4% | -2.7% | +7.4% |
| 6M | +33.9% | +41.5% | -7.6% | +25.9% |
| YTD | +49.0% | +34.6% | +14.3% | +41.0% |
| 1Y | +42.1% | +57.9% | -15.7% | +30.5% |
| 3Y | +51.9% | +159.5% | -107.6% | +26.0% |
| 5Y | +39.0% | +198.5% | -159.4% | +11.5% |
| 10Y | +57.9% | +411.4% | -353.5% | +6.4% |
| All | +604.4% | +273.2% | +331.2% | +213.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling