+44.1%
IR vs BEN
+19.4%
+24.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.3% | -1.1% |
| 7D | +3.7% | +6.6% | -2.9% | +0.1% |
| 30D | +7.4% | +3.8% | +3.6% | +5.1% |
| 3M | -5.9% | +0.2% | -6.1% | -6.3% |
| 6M | +5.6% | +10.4% | -4.9% | -0.4% |
| YTD | +4.8% | +46.2% | -41.3% | -15.2% |
| 1Y | +6.9% | +52.3% | -45.3% | -15.4% |
| 3Y | +27.6% | +65.9% | -38.4% | -8.0% |
| All | +44.1% | +19.4% | +24.7% | +23.1% |
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