+41.8%
BEN vs RUN
-80.3%
+122.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.7% |
| 7D | +4.7% | +10.2% | -5.5% | +3.4% |
| 30D | +2.6% | -9.6% | +12.2% | +3.8% |
| 3M | +11.5% | -31.5% | +43.0% | +16.1% |
| 6M | +35.3% | -18.7% | +54.0% | +36.9% |
| YTD | +48.6% | -49.9% | +98.5% | +57.6% |
| 1Y | +46.7% | -45.5% | +92.2% | +52.5% |
| 3Y | +57.0% | -34.1% | +91.1% | +34.0% |
| 5Y | +41.8% | -79.4% | +121.3% | +38.2% |
| All | +41.8% | -80.3% | +122.1% | +38.2% |
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