+2,340.5%
EXC vs BEN
+4,913.3%
-2,572.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.8% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | -3.7% | -0.5% | -3.2% | -3.7% |
| 3M | -1.3% | +9.7% | -11.0% | -3.5% |
| 6M | -9.7% | +33.9% | -43.6% | -15.9% |
| YTD | +2.9% | +49.0% | -46.1% | -6.6% |
| 1Y | +4.4% | +42.1% | -37.7% | -4.5% |
| 3Y | +22.2% | +51.9% | -29.7% | +7.7% |
| 5Y | +46.7% | +39.0% | +7.7% | +29.3% |
| 10Y | +155.3% | +57.9% | +97.5% | +108.0% |
| All | +2,340.5% | +4,913.3% | -2,572.8% | +976.3% |
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 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