+17.1%
EW vs BEN
+56.8%
-39.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -4.4% | +4.7% | -9.1% | -5.2% |
| 30D | -3.3% | +2.6% | -5.9% | -3.8% |
| 3M | +1.0% | +11.5% | -10.5% | -1.0% |
| 6M | +6.2% | +35.3% | -29.1% | +0.5% |
| YTD | +1.7% | +48.6% | -46.9% | -5.5% |
| 1Y | +8.1% | +46.7% | -38.6% | +0.5% |
| 3Y | +17.1% | +57.0% | -39.9% | +6.7% |
| All | +17.1% | +56.8% | -39.8% | +6.7% |
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