+2,449.8%
ED vs BEN
+4,818.7%
-2,368.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.7% | -7.1% | -3.1% |
| 7D | +1.6% | +6.6% | -5.0% | +0.6% |
| 30D | +13.3% | +3.8% | +9.5% | +12.5% |
| 3M | +9.7% | +0.2% | +9.5% | +9.5% |
| 6M | +12.8% | +10.4% | +2.3% | +10.7% |
| YTD | +22.3% | +46.2% | -23.9% | +14.5% |
| 1Y | +26.3% | +52.3% | -26.0% | +17.4% |
| 3Y | +45.0% | +65.9% | -20.9% | +31.0% |
| 5Y | +80.2% | +20.6% | +59.6% | +68.9% |
| 10Y | +129.9% | +64.8% | +65.1% | +96.2% |
| All | +2,449.8% | +4,818.7% | -2,368.9% | +1,104.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling