+48.4%
BEN vs VSXY
+42.7%
+5.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.9% |
| 7D | +4.7% | -6.8% | +11.5% | +5.6% |
| 30D | +2.6% | -20.4% | +23.0% | +6.1% |
| 3M | +11.5% | +2.9% | +8.6% | +10.1% |
| 6M | +35.3% | +67.9% | -32.6% | +19.5% |
| YTD | +48.6% | +44.9% | +3.8% | +33.9% |
| 1Y | +46.7% | +205.9% | -159.2% | +13.1% |
| 3Y | +57.0% | +373.9% | -316.8% | +0.7% |
| 5Y | +41.8% | +23.5% | +18.4% | +15.5% |
| All | +48.4% | +42.7% | +5.7% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 all: compounded portfolio wealth divided by compounded VSXY 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…
all analysis · Full analysis span regression · 6 months rolling