+27.8%
BEN vs NTR
+103.6%
-75.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | -0.7% |
| 7D | +4.7% | +3.8% | +0.8% | +3.3% |
| 30D | +2.6% | +25.2% | -22.6% | -5.1% |
| 3M | +11.5% | +21.0% | -9.5% | +3.9% |
| 6M | +35.3% | +7.6% | +27.7% | +29.9% |
| YTD | +48.6% | +32.9% | +15.8% | +31.2% |
| 1Y | +46.7% | +43.1% | +3.6% | +25.3% |
| 3Y | +57.0% | +41.6% | +15.4% | +31.6% |
| 5Y | +41.8% | +54.8% | -12.9% | +0.6% |
| All | +27.8% | +103.6% | -75.7% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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