-29.4%
EW vs BEN
+42.4%
-71.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -4.4% | +4.7% | -9.1% | -5.7% |
| 30D | -3.3% | +2.6% | -5.9% | -4.1% |
| 3M | +1.0% | +11.5% | -10.5% | -2.3% |
| 6M | +6.2% | +35.3% | -29.1% | -3.1% |
| YTD | +1.7% | +48.6% | -46.9% | -10.0% |
| 1Y | +8.1% | +46.7% | -38.6% | -4.1% |
| 3Y | +17.1% | +57.0% | -39.9% | -0.8% |
| 5Y | -29.4% | +41.8% | -71.2% | -39.3% |
| All | -29.4% | +42.4% | -71.7% | -39.3% |
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 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