+125.6%
EW vs BEN
+53.7%
+71.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -5.1% | +3.4% | -8.5% | -6.1% |
| 30D | -6.4% | +1.8% | -8.1% | -6.9% |
| 3M | -1.6% | +8.4% | -9.9% | -4.3% |
| 6M | +2.3% | +35.6% | -33.4% | -7.7% |
| YTD | +1.1% | +46.4% | -45.3% | -11.2% |
| 1Y | +8.0% | +46.3% | -38.3% | -5.3% |
| 3Y | +16.3% | +54.6% | -38.3% | -2.7% |
| 5Y | -29.4% | +39.4% | -68.8% | -40.2% |
| 10Y | +125.6% | +57.6% | +68.0% | +65.6% |
| All | +125.6% | +53.7% | +71.9% | +65.6% |
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