+60.3%
BEN vs FIVE
+822.5%
-762.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +4.8% |
| 7D | +6.6% | -0.3% | +6.9% | +6.7% |
| 30D | +3.8% | +17.7% | -13.8% | -0.1% |
| 3M | +0.2% | +4.0% | -3.8% | -1.0% |
| 6M | +10.4% | +2.6% | +7.8% | +8.4% |
| YTD | +46.2% | +27.6% | +18.6% | +35.6% |
| 1Y | +52.3% | +59.9% | -7.7% | +33.5% |
| 3Y | +65.9% | +35.8% | +30.2% | +42.4% |
| 5Y | +20.6% | +14.4% | +6.1% | +4.8% |
| 10Y | +64.8% | +576.1% | -511.4% | -4.1% |
| All | +60.3% | +822.5% | -762.2% | -15.9% |
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 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