+37.7%
BEN vs RNG
-70.1%
+107.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.2% |
| 7D | +0.3% | -9.6% | +9.9% | +2.2% |
| 30D | +0.9% | +8.8% | -7.9% | -0.9% |
| 3M | +9.2% | +78.6% | -69.4% | -3.8% |
| 6M | +36.8% | +70.3% | -33.5% | +20.1% |
| YTD | +44.4% | +140.3% | -96.0% | +15.6% |
| 1Y | +45.8% | +126.6% | -80.8% | +17.7% |
| 3Y | +52.5% | +120.2% | -67.7% | +18.8% |
| 5Y | +37.7% | -68.3% | +106.0% | +32.0% |
| All | +37.7% | -70.1% | +107.8% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling