+7.8%
D vs BEN
+39.3%
-31.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.1% |
| 7D | +1.5% | +0.2% | +1.2% | +1.4% |
| 30D | -2.6% | -0.5% | -2.0% | -2.5% |
| 3M | 0.0% | +9.7% | -9.7% | -1.9% |
| 6M | +7.4% | +33.9% | -26.5% | +1.2% |
| YTD | +15.9% | +49.0% | -33.1% | +6.7% |
| 1Y | +18.1% | +42.1% | -24.0% | +9.6% |
| 3Y | +58.4% | +51.9% | +6.5% | +42.3% |
| All | +7.8% | +39.3% | -31.5% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling