-30.8%
EFX vs BEN
+43.6%
-74.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -11.1% | +0.3% | -11.5% | -11.3% |
| 30D | -7.4% | +0.9% | -8.3% | -7.7% |
| 3M | +1.5% | +9.2% | -7.7% | -1.7% |
| 6M | -13.7% | +36.8% | -50.5% | -24.0% |
| YTD | -21.9% | +44.4% | -66.2% | -31.8% |
| 1Y | -30.8% | +45.8% | -76.6% | -40.0% |
| All | -30.8% | +43.6% | -74.4% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling