+38.9%
EFX vs BEN
+56.7%
-17.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | -11.1% | +0.3% | -11.5% | -11.4% |
| 30D | -7.4% | +0.9% | -8.3% | -7.8% |
| 3M | +1.5% | +9.2% | -7.7% | -2.5% |
| 6M | -13.7% | +36.8% | -50.5% | -24.6% |
| YTD | -21.9% | +44.4% | -66.2% | -33.3% |
| 1Y | -30.8% | +45.8% | -76.6% | -41.4% |
| 3Y | -12.4% | +52.5% | -64.9% | -28.7% |
| 5Y | -35.9% | +37.7% | -73.6% | -46.8% |
| All | +38.9% | +56.7% | -17.8% | +5.2% |
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