+28.1%
ECL vs BEN
+42.4%
-14.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.8% | +4.7% | -5.4% | -2.3% |
| 30D | -2.5% | +2.6% | -5.1% | -3.4% |
| 3M | +8.3% | +11.5% | -3.2% | +4.0% |
| 6M | -1.1% | +35.3% | -36.4% | -11.7% |
| YTD | +6.5% | +48.6% | -42.1% | -8.3% |
| 1Y | +2.1% | +46.7% | -44.6% | -11.9% |
| 3Y | +57.6% | +57.0% | +0.6% | +27.4% |
| 5Y | +28.1% | +41.8% | -13.8% | +3.3% |
| All | +28.1% | +42.4% | -14.3% | +3.3% |
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