+53.9%
BEN vs M
+3.7%
+50.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.1% | -1.8% | +4.3% |
| 7D | +12.2% | +2.5% | +9.7% | +11.4% |
| 30D | +12.1% | +10.1% | +2.0% | +9.3% |
| 3M | +7.3% | -0.9% | +8.2% | +7.2% |
| 6M | +17.9% | +30.2% | -12.3% | +9.1% |
| YTD | +55.4% | +16.3% | +39.1% | +47.2% |
| 1Y | +69.3% | +27.0% | +42.4% | +56.3% |
| 3Y | +82.8% | +154.5% | -71.7% | +33.6% |
| 5Y | +28.8% | -1.1% | +29.9% | +13.2% |
| 10Y | +53.9% | +0.5% | +53.4% | +4.4% |
| All | +53.9% | +3.7% | +50.2% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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