+48.4%
IR vs BEN
+39.3%
+9.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | -0.5% |
| 7D | -2.8% | +0.2% | -3.1% | -2.9% |
| 30D | -15.1% | -0.5% | -14.6% | -14.9% |
| 3M | +6.1% | +9.7% | -3.7% | +0.9% |
| 6M | -16.8% | +33.9% | -50.7% | -28.9% |
| YTD | -3.5% | +49.0% | -52.5% | -22.0% |
| 1Y | -3.5% | +42.1% | -45.6% | -20.4% |
| 3Y | +9.5% | +51.9% | -42.4% | -15.6% |
| All | +48.4% | +39.3% | +9.1% | +13.5% |
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