+53.9%
BEN vs FIVE
+596.6%
-542.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.6% | +0.7% | +4.9% |
| 7D | +12.2% | +6.2% | +6.0% | +10.6% |
| 30D | +12.1% | +18.2% | -6.1% | +7.4% |
| 3M | +7.3% | +3.8% | +3.5% | +6.0% |
| 6M | +17.9% | +13.7% | +4.1% | +12.5% |
| YTD | +55.4% | +34.7% | +20.7% | +41.3% |
| 1Y | +69.3% | +66.6% | +2.7% | +45.3% |
| 3Y | +82.8% | +44.3% | +38.6% | +52.9% |
| 5Y | +28.8% | +18.8% | +10.0% | +9.8% |
| 10Y | +53.9% | +569.2% | -515.3% | -5.3% |
| All | +53.9% | +596.6% | -542.7% | -5.3% |
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