+284.9%
IR vs BEN
+30.0%
+254.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +0.6% | +4.7% | -4.1% | -1.8% |
| 30D | -13.6% | +2.6% | -16.2% | -14.8% |
| 3M | +3.7% | +11.5% | -7.8% | -2.4% |
| 6M | -13.1% | +35.3% | -48.4% | -26.5% |
| YTD | -5.1% | +48.6% | -53.8% | -23.8% |
| 1Y | -6.5% | +46.7% | -53.2% | -24.7% |
| 3Y | +8.5% | +57.0% | -48.5% | -18.7% |
| 5Y | +43.3% | +41.8% | +1.5% | +10.2% |
| All | +284.9% | +30.0% | +254.9% | +175.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling