-14.6%
EW vs BEN
+19.4%
-34.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.7% | -3.4% | -0.1% |
| 7D | +11.0% | +6.6% | +4.4% | +8.9% |
| 30D | +19.1% | +3.8% | +15.2% | +17.7% |
| 3M | +14.4% | +0.2% | +14.1% | +14.0% |
| 6M | +22.8% | +10.4% | +12.3% | +18.5% |
| YTD | +19.8% | +46.2% | -26.4% | +5.6% |
| 1Y | +23.9% | +52.3% | -28.4% | +7.6% |
| 3Y | +52.2% | +65.9% | -13.7% | +24.0% |
| All | -14.6% | +19.4% | -34.0% | -19.1% |
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