+51.8%
BEN vs NYT
+489.9%
-438.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -3.1% | -0.6% | -2.5% | -2.9% |
| 30D | +0.2% | +4.6% | -4.4% | -1.3% |
| 3M | +6.8% | -9.6% | +16.4% | +9.7% |
| 6M | +38.1% | -14.0% | +52.1% | +43.6% |
| YTD | +44.3% | -2.8% | +47.2% | +43.6% |
| 1Y | +42.6% | +15.6% | +27.0% | +33.4% |
| 3Y | +52.3% | +56.3% | -4.0% | +26.4% |
| 5Y | +37.6% | +39.5% | -1.9% | +14.8% |
| All | +51.8% | +489.9% | -438.1% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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