+643.6%
BEN vs EXEL
+346.4%
+297.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.4% |
| 7D | +12.1% | -2.4% | +14.5% | +12.6% |
| 30D | +13.4% | +17.9% | -4.5% | +10.4% |
| 3M | +9.4% | +33.3% | -23.9% | +4.2% |
| 6M | +19.3% | +46.6% | -27.3% | +11.6% |
| YTD | +57.3% | +61.0% | -3.8% | +44.4% |
| 1Y | +69.1% | +70.4% | -1.3% | +53.7% |
| 3Y | +85.6% | +236.1% | -150.5% | +47.8% |
| 5Y | +32.9% | +284.8% | -251.9% | +2.3% |
| 10Y | +58.3% | +348.4% | -290.1% | +9.7% |
| All | +643.6% | +346.4% | +297.2% | +221.1% |
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 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