-6.5%
IR vs BEN
+45.8%
-52.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +0.6% | +4.7% | -4.1% | -1.6% |
| 30D | -13.6% | +2.6% | -16.2% | -14.7% |
| 3M | +3.7% | +11.5% | -7.8% | -1.8% |
| 6M | -13.1% | +35.3% | -48.4% | -26.2% |
| YTD | -5.1% | +48.6% | -53.8% | -22.5% |
| 1Y | -6.5% | +46.7% | -53.2% | -24.6% |
| All | -6.5% | +45.8% | -52.2% | -24.6% |
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 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