+42.5%
BEN vs FDS
-17.4%
+59.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +7.0% | +4.6% |
| 7D | +0.2% | -1.9% | +2.1% | +0.8% |
| 30D | -0.5% | +9.0% | -9.6% | -3.5% |
| 3M | +9.7% | +18.9% | -9.1% | +2.6% |
| 6M | +33.9% | +35.1% | -1.2% | +17.8% |
| YTD | +49.0% | +5.5% | +43.5% | +45.4% |
| 1Y | +42.1% | -16.8% | +58.9% | +55.5% |
| 3Y | +51.9% | -28.1% | +79.9% | +77.7% |
| All | +42.5% | -17.4% | +59.9% | +73.6% |
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