+51.8%
BEN vs RNG
+222.9%
-171.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -3.1% | -6.1% | +3.0% | -2.2% |
| 30D | +0.2% | +9.6% | -9.4% | -1.4% |
| 3M | +6.8% | +83.3% | -76.5% | -4.0% |
| 6M | +38.1% | +77.9% | -39.8% | +23.4% |
| YTD | +44.3% | +139.9% | -95.6% | +20.9% |
| 1Y | +42.6% | +121.7% | -79.1% | +20.7% |
| 3Y | +52.3% | +121.9% | -69.6% | +25.3% |
| 5Y | +37.6% | -68.4% | +106.0% | +33.5% |
| All | +51.8% | +222.9% | -171.1% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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