+86.8%
BEN vs FIVE
+40.2%
+46.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | +11.3% | +2.4% | +8.9% | +10.9% |
| 30D | +15.0% | +15.8% | -0.8% | +12.2% |
| 3M | +7.8% | +3.8% | +4.1% | +7.0% |
| 6M | +15.5% | +18.5% | -3.0% | +11.3% |
| YTD | +55.4% | +31.2% | +24.2% | +46.5% |
| 1Y | +63.3% | +61.8% | +1.5% | +48.1% |
| All | +86.8% | +40.2% | +46.6% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling