-15.8%
F vs BEN
+19.4%
-35.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -3.5% |
| 7D | +1.6% | +6.6% | -5.1% | -2.4% |
| 30D | +2.6% | +3.8% | -1.2% | +0.1% |
| 3M | -8.8% | +0.2% | -9.0% | -9.3% |
| 6M | +4.6% | +10.4% | -5.8% | -2.6% |
| YTD | -1.9% | +46.2% | -48.1% | -24.1% |
| 1Y | -0.8% | +52.3% | -53.0% | -25.4% |
| 3Y | +43.5% | +65.9% | -22.5% | -3.2% |
| All | -15.8% | +19.4% | -35.2% | -26.6% |
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