+4.8%
EFX vs BEN
+86.4%
-81.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.8% | +6.8% | -7.6% | -3.3% |
| 30D | +25.1% | +18.0% | +7.1% | +17.2% |
| 3M | +1.7% | +7.5% | -5.8% | -1.5% |
| 6M | +18.4% | +14.7% | +3.7% | +11.2% |
| YTD | -12.5% | +56.1% | -68.6% | -28.2% |
| 1Y | -8.1% | +69.6% | -77.7% | -27.2% |
| 3Y | +4.8% | +87.7% | -82.9% | -22.4% |
| All | +4.8% | +86.4% | -81.6% | -22.4% |
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