+72.4%
BEN vs FIVE
+873.2%
-800.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +12.1% | +7.3% | +4.8% | +10.3% |
| 30D | +13.4% | +18.1% | -4.7% | +9.1% |
| 3M | +9.4% | +7.7% | +1.7% | +7.2% |
| 6M | +19.3% | +13.6% | +5.6% | +14.3% |
| YTD | +57.3% | +34.6% | +22.7% | +44.1% |
| 1Y | +69.1% | +66.2% | +2.9% | +47.1% |
| 3Y | +85.6% | +43.5% | +42.2% | +57.2% |
| 5Y | +32.9% | +20.7% | +12.3% | +14.1% |
| 10Y | +58.3% | +541.5% | -483.2% | -7.4% |
| All | +72.4% | +873.2% | -800.7% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling