+41.4%
EXC vs BEN
+29.2%
+12.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.3% | -0.7% |
| 7D | -1.7% | +12.2% | -13.9% | -3.2% |
| 30D | +9.3% | +12.1% | -2.8% | +7.6% |
| 3M | +1.0% | +7.3% | -6.3% | 0.0% |
| 6M | +5.9% | +17.9% | -11.9% | +3.3% |
| YTD | +7.6% | +55.4% | -47.8% | +0.2% |
| 1Y | +2.4% | +69.3% | -66.9% | -6.0% |
| 3Y | +30.2% | +82.8% | -52.6% | +15.5% |
| 5Y | +41.4% | +28.8% | +12.6% | +30.4% |
| All | +41.4% | +29.2% | +12.2% | +30.4% |
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