+28.1%
BEN vs RUN
-85.5%
+113.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.1% | +4.9% | -0.5% |
| 7D | +11.3% | -13.7% | +25.0% | +13.2% |
| 30D | +15.0% | +9.4% | +5.6% | +13.1% |
| 3M | +7.8% | -13.4% | +21.3% | +9.0% |
| 6M | +15.5% | -39.6% | +55.1% | +21.2% |
| YTD | +55.4% | -53.7% | +109.1% | +65.4% |
| 1Y | +63.3% | -56.2% | +119.4% | +74.5% |
| 3Y | +83.4% | -9.7% | +93.2% | +46.9% |
| 5Y | +28.1% | -85.5% | +113.5% | +37.6% |
| All | +28.1% | -85.5% | +113.6% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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