-35.9%
EFX vs BEN
+38.1%
-74.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.5% | -1.3% |
| 7D | -9.4% | +3.4% | -12.7% | -10.9% |
| 30D | -6.9% | +1.8% | -8.7% | -7.9% |
| 3M | +0.1% | +8.4% | -8.3% | -4.5% |
| 6M | -17.3% | +35.6% | -53.0% | -30.1% |
| YTD | -21.8% | +46.4% | -68.2% | -36.6% |
| 1Y | -32.5% | +46.3% | -78.9% | -45.5% |
| 3Y | -12.3% | +54.6% | -67.0% | -33.5% |
| All | -35.9% | +38.1% | -74.0% | -51.5% |
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