+6,438.2%
EW vs BEN
+549.8%
+5,888.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.8% |
| 7D | -0.3% | +0.2% | -0.6% | -0.5% |
| 30D | +1.0% | -0.5% | +1.6% | +1.1% |
| 3M | +2.8% | +9.7% | -6.9% | +0.1% |
| 6M | +5.5% | +33.9% | -28.4% | -2.9% |
| YTD | +5.5% | +49.0% | -43.5% | -5.8% |
| 1Y | +11.0% | +42.1% | -31.1% | +0.3% |
| 3Y | +17.7% | +51.9% | -34.2% | +2.0% |
| 5Y | -25.7% | +39.0% | -64.8% | -35.2% |
| 10Y | +132.8% | +57.9% | +74.9% | +86.3% |
| All | +6,438.2% | +549.8% | +5,888.4% | +3,578.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling