+101.4%
EXE vs BEN
+40.0%
+61.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | -2.7% | +3.4% | -6.1% | -3.5% |
| 30D | -0.4% | +1.8% | -2.2% | -0.9% |
| 3M | +9.5% | +8.4% | +1.1% | +7.0% |
| 6M | -9.3% | +35.6% | -45.0% | -16.8% |
| YTD | -10.9% | +46.4% | -57.3% | -20.4% |
| 1Y | +4.3% | +46.3% | -42.0% | -7.0% |
| 3Y | +18.8% | +54.6% | -35.8% | +1.5% |
| 5Y | +101.4% | +39.4% | +62.0% | +70.5% |
| All | +101.4% | +40.0% | +61.4% | +70.5% |
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