-13.0%
EFX vs BEN
+53.1%
-66.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.5% | -1.5% |
| 7D | -9.4% | +3.4% | -12.7% | -10.7% |
| 30D | -6.9% | +1.8% | -8.7% | -7.7% |
| 3M | +0.1% | +8.4% | -8.3% | -3.7% |
| 6M | -17.3% | +35.6% | -53.0% | -28.3% |
| YTD | -21.8% | +46.4% | -68.2% | -34.5% |
| 1Y | -32.5% | +46.3% | -78.9% | -43.6% |
| All | -13.0% | +53.1% | -66.1% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling