-17.2%
F vs BEN
+28.2%
-45.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.2% |
| 7D | -3.1% | +6.8% | -9.9% | -6.9% |
| 30D | 0.0% | +18.0% | -17.9% | -9.6% |
| 3M | -13.2% | +7.5% | -20.7% | -17.2% |
| 6M | -10.2% | +14.7% | -24.9% | -18.3% |
| YTD | -4.9% | +56.1% | -61.0% | -29.3% |
| 1Y | -6.1% | +69.6% | -75.7% | -33.8% |
| 3Y | +46.0% | +87.7% | -41.7% | -9.6% |
| All | -17.2% | +28.2% | -45.5% | -29.5% |
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