-30.7%
EFX vs BEN
+28.2%
-58.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -0.8% | +6.8% | -7.6% | -4.1% |
| 30D | +25.1% | +18.0% | +7.1% | +14.7% |
| 3M | +1.7% | +7.5% | -5.8% | -2.6% |
| 6M | +18.4% | +14.7% | +3.7% | +8.9% |
| YTD | -12.5% | +56.1% | -68.6% | -32.3% |
| 1Y | -8.1% | +69.6% | -77.7% | -32.1% |
| 3Y | +4.8% | +87.7% | -82.9% | -30.6% |
| All | -30.7% | +28.2% | -58.9% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling