-35.5%
DOW vs BEN
+42.1%
-77.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -2.9% | +4.7% | -7.6% | -4.9% |
| 30D | +2.0% | +2.6% | -0.7% | +0.6% |
| 3M | -12.5% | +11.5% | -24.0% | -17.4% |
| 6M | -9.2% | +35.3% | -44.5% | -22.7% |
| YTD | +30.8% | +48.6% | -17.9% | +6.1% |
| 1Y | +29.4% | +46.7% | -17.3% | +5.5% |
| 3Y | -34.6% | +57.0% | -91.6% | -50.1% |
| All | -35.5% | +42.1% | -77.7% | -50.7% |
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