+46.0%
F vs BEN
+52.7%
-6.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.1% | -0.1% |
| 7D | +5.3% | +0.2% | +5.1% | +5.2% |
| 30D | +4.6% | -0.5% | +5.1% | +4.8% |
| 3M | -3.7% | +9.7% | -13.4% | -8.0% |
| 6M | +16.8% | +33.9% | -17.1% | +1.4% |
| YTD | +15.3% | +49.0% | -33.7% | -5.1% |
| 1Y | +31.0% | +42.1% | -11.1% | +9.9% |
| All | +46.0% | +52.7% | -6.6% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling