+2,453.0%
EXC vs BEN
+5,130.7%
-2,677.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.3% | -1.3% |
| 7D | -1.7% | +12.2% | -13.9% | -4.3% |
| 30D | +9.3% | +12.1% | -2.8% | +6.4% |
| 3M | +1.0% | +7.3% | -6.3% | -0.8% |
| 6M | +5.9% | +17.9% | -11.9% | +1.6% |
| YTD | +7.6% | +55.4% | -47.8% | -3.4% |
| 1Y | +2.4% | +69.3% | -66.9% | -9.9% |
| 3Y | +30.2% | +82.8% | -52.6% | +10.0% |
| 5Y | +41.4% | +28.8% | +12.6% | +27.0% |
| 10Y | +183.8% | +53.9% | +129.9% | +132.6% |
| All | +2,453.0% | +5,130.7% | -2,677.8% | +1,013.1% |
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