-12.2%
BN vs BEN
+45.3%
-57.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.0% |
| 7D | -3.0% | +3.4% | -6.4% | -4.9% |
| 30D | -13.0% | +1.8% | -14.8% | -14.0% |
| 3M | -15.2% | +8.4% | -23.6% | -19.5% |
| 6M | -5.9% | +35.6% | -41.6% | -23.1% |
| YTD | -15.8% | +46.4% | -62.1% | -34.1% |
| 1Y | -12.2% | +46.3% | -58.5% | -31.9% |
| All | -12.2% | +45.3% | -57.5% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling