+46.0%
FE vs BEN
+28.2%
+17.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | +1.2% | +6.8% | -5.6% | +0.3% |
| 30D | +4.5% | +18.0% | -13.4% | +2.0% |
| 3M | +1.3% | +7.5% | -6.1% | +0.2% |
| 6M | +8.7% | +14.7% | -6.1% | +6.2% |
| YTD | +9.2% | +56.1% | -46.9% | +1.1% |
| 1Y | +7.0% | +69.6% | -62.6% | -2.5% |
| 3Y | +51.4% | +87.7% | -36.3% | +32.6% |
| All | +46.0% | +28.2% | +17.8% | +37.5% |
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