+61.0%
BEN vs FIVE
+535.9%
-474.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +7.2% | -0.5% | +7.7% | +7.4% |
| 30D | +14.1% | +17.4% | -3.3% | +9.5% |
| 3M | +9.9% | +7.0% | +2.9% | +7.7% |
| 6M | +17.4% | +20.5% | -3.1% | +10.5% |
| YTD | +57.3% | +33.1% | +24.2% | +43.3% |
| 1Y | +66.9% | +67.1% | -0.1% | +43.1% |
| 3Y | +85.7% | +41.9% | +43.8% | +55.9% |
| 5Y | +31.2% | +21.1% | +10.2% | +11.2% |
| 10Y | +61.0% | +518.8% | -457.8% | -2.9% |
| All | +61.0% | +535.9% | -474.9% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling