+498.8%
BEN vs FLR
+603.8%
-105.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.2% |
| 7D | +0.2% | +5.4% | -5.2% | -1.5% |
| 30D | -0.5% | +11.4% | -11.9% | -4.7% |
| 3M | +9.7% | +11.4% | -1.7% | +4.5% |
| 6M | +33.9% | +16.6% | +17.3% | +24.4% |
| YTD | +49.0% | +41.7% | +7.3% | +29.7% |
| 1Y | +42.1% | +35.4% | +6.7% | +24.3% |
| 3Y | +51.9% | +57.3% | -5.4% | +19.0% |
| 5Y | +39.0% | +241.0% | -201.9% | -19.6% |
| 10Y | +57.9% | +16.6% | +41.2% | +5.3% |
| All | +498.8% | +603.8% | -105.0% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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