+2,105.4%
FIX vs BEN
+39.3%
+2,066.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +0.3% |
| 7D | +6.0% | +0.2% | +5.8% | +5.8% |
| 30D | -7.2% | -0.5% | -6.7% | -7.1% |
| 3M | -15.9% | +9.7% | -25.6% | -19.5% |
| 6M | +12.7% | +33.9% | -21.2% | -2.0% |
| YTD | +72.8% | +49.0% | +23.8% | +42.0% |
| 1Y | +122.9% | +42.1% | +80.8% | +86.8% |
| 3Y | +774.3% | +51.9% | +722.4% | +583.7% |
| All | +2,105.4% | +39.3% | +2,066.1% | +1,607.6% |
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