+248.8%
EW vs BEN
+60.1%
+188.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +6.5% | +7.2% | -0.7% | +4.1% |
| 30D | +22.5% | +14.1% | +8.4% | +17.4% |
| 3M | +13.0% | +9.9% | +3.0% | +9.4% |
| 6M | +37.1% | +17.4% | +19.7% | +29.7% |
| YTD | +24.1% | +57.3% | -33.2% | +6.3% |
| 1Y | +24.2% | +66.9% | -42.7% | +4.4% |
| 3Y | +64.8% | +85.7% | -20.9% | +29.2% |
| 5Y | -7.4% | +31.2% | -38.6% | -19.7% |
| 10Y | +248.8% | +61.0% | +187.7% | +153.3% |
| All | +248.8% | +60.1% | +188.7% | +153.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling