+3.1%
BEN vs QSR
+206.0%
-202.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.9% |
| 7D | +3.4% | -2.4% | +5.7% | +4.3% |
| 30D | +1.8% | +5.7% | -3.9% | -0.4% |
| 3M | +8.4% | +6.9% | +1.4% | +5.2% |
| 6M | +35.6% | +6.9% | +28.8% | +31.1% |
| YTD | +46.4% | +14.9% | +31.5% | +37.2% |
| 1Y | +46.3% | +29.1% | +17.2% | +30.7% |
| 3Y | +54.6% | +26.1% | +28.5% | +37.8% |
| 5Y | +39.4% | +42.3% | -2.9% | +17.7% |
| 10Y | +57.6% | +134.0% | -76.4% | +7.3% |
| All | +3.1% | +206.0% | -202.8% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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