+53.9%
F vs BEN
+39.3%
+14.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.1% | -0.6% |
| 7D | +5.3% | +0.2% | +5.1% | +5.1% |
| 30D | +4.6% | -0.5% | +5.1% | +4.8% |
| 3M | -3.7% | +9.7% | -13.4% | -9.3% |
| 6M | +16.8% | +33.9% | -17.1% | -3.0% |
| YTD | +15.3% | +49.0% | -33.7% | -10.8% |
| 1Y | +31.0% | +42.1% | -11.1% | +3.8% |
| 3Y | +45.4% | +51.9% | -6.4% | +6.9% |
| All | +53.9% | +39.3% | +14.6% | +17.1% |
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 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