+2,207.4%
ED vs BEN
+4,913.3%
-2,706.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.9% | -1.9% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | -0.1% | -0.5% | +0.4% | -0.1% |
| 3M | +3.9% | +9.7% | -5.8% | +2.3% |
| 6M | -3.0% | +33.9% | -36.9% | -7.7% |
| YTD | +10.7% | +49.0% | -38.3% | +3.5% |
| 1Y | +13.3% | +42.1% | -28.8% | +6.5% |
| 3Y | +34.5% | +51.9% | -17.4% | +23.3% |
| 5Y | +67.1% | +39.0% | +28.1% | +53.0% |
| 10Y | +103.0% | +57.9% | +45.2% | +74.5% |
| All | +2,207.4% | +4,913.3% | -2,706.0% | +987.7% |
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 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