+28.8%
BEN vs FDS
-23.2%
+52.0%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.5% |
| 7D | +12.2% | -5.0% | +17.2% | +13.8% |
| 30D | +12.1% | +13.8% | -1.7% | +7.4% |
| 3M | +7.3% | +14.8% | -7.5% | +1.9% |
| 6M | +17.9% | +47.4% | -29.5% | +0.5% |
| YTD | +55.4% | +14.2% | +41.3% | +47.2% |
| 1Y | +69.3% | +26.6% | +42.7% | +51.1% |
| 3Y | +82.8% | -24.4% | +107.3% | +113.0% |
| 5Y | +28.8% | -22.6% | +51.4% | +39.8% |
| All | +28.8% | -23.2% | +52.0% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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