-80.3%
FIG vs BEN
+50.6%
-130.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.4% | -5.6% |
| 7D | -16.4% | +4.7% | -21.0% | -18.1% |
| 30D | -2.3% | +2.6% | -4.9% | -3.5% |
| 3M | +7.8% | +11.5% | -3.7% | +2.8% |
| 6M | -21.8% | +35.3% | -57.2% | -34.3% |
| YTD | -39.1% | +48.6% | -87.8% | -51.2% |
| 1Y | -56.6% | +46.7% | -103.3% | -68.6% |
| All | -80.3% | +50.6% | -130.9% | -84.7% |
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