+110.7%
ED vs BEN
+53.7%
+57.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -0.2% | +3.4% | -3.5% | -0.7% |
| 30D | +1.9% | +1.8% | +0.2% | +1.6% |
| 3M | +1.9% | +8.4% | -6.5% | +0.4% |
| 6M | -2.3% | +35.6% | -37.9% | -7.3% |
| YTD | +10.9% | +46.4% | -35.5% | +3.5% |
| 1Y | +14.5% | +46.3% | -31.8% | +6.8% |
| 3Y | +33.4% | +54.6% | -21.2% | +21.3% |
| 5Y | +67.3% | +39.4% | +27.9% | +51.7% |
| 10Y | +110.7% | +57.6% | +53.1% | +65.7% |
| All | +110.7% | +53.7% | +57.0% | +65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling