-57.4%
FIG vs BEN
+68.9%
-126.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -14.3% | +7.2% | -21.5% | -17.3% |
| 30D | -13.6% | +14.1% | -27.7% | -19.2% |
| 3M | -23.7% | +9.9% | -33.6% | -27.6% |
| 6M | -5.4% | +17.4% | -22.8% | -13.0% |
| YTD | -49.2% | +57.3% | -106.5% | -63.4% |
| 1Y | -57.4% | +66.9% | -124.3% | -71.8% |
| All | -57.4% | +68.9% | -126.2% | -71.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling