+29.3%
BEN vs RNG
-72.1%
+101.3%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | +6.8% | +4.6% | +2.2% | +5.9% |
| 30D | +18.0% | +0.4% | +17.6% | +17.6% |
| 3M | +7.5% | +11.4% | -4.0% | +4.6% |
| 6M | +14.7% | +95.7% | -81.0% | -2.0% |
| YTD | +56.1% | +162.9% | -106.8% | +21.3% |
| 1Y | +69.6% | +180.3% | -110.7% | +29.7% |
| 3Y | +87.7% | +188.3% | -100.7% | +36.4% |
| All | +29.3% | -72.1% | +101.3% | +31.6% |
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