+576.2%
FE vs BEN
+396.3%
+179.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.3% |
| 7D | +1.9% | +0.2% | +1.7% | +1.8% |
| 30D | -1.2% | -0.5% | -0.6% | -1.1% |
| 3M | +3.5% | +9.7% | -6.2% | +1.2% |
| 6M | -6.1% | +33.9% | -40.0% | -12.5% |
| YTD | +7.6% | +49.0% | -41.4% | -2.4% |
| 1Y | +11.9% | +42.1% | -30.2% | +2.3% |
| 3Y | +48.4% | +51.9% | -3.4% | +31.0% |
| 5Y | +44.8% | +39.0% | +5.8% | +27.6% |
| 10Y | +115.9% | +57.9% | +58.0% | +74.0% |
| All | +576.2% | +396.3% | +179.9% | +299.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling