-53.6%
IT vs BEN
+86.4%
-140.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.6% |
| 7D | +1.1% | +6.8% | -5.7% | -0.6% |
| 30D | -1.8% | +18.0% | -19.8% | -6.1% |
| 3M | +4.8% | +7.5% | -2.6% | +2.7% |
| 6M | +33.0% | +14.7% | +18.3% | +27.7% |
| YTD | -23.8% | +56.1% | -79.9% | -33.4% |
| 1Y | -16.5% | +69.6% | -86.1% | -28.7% |
| 3Y | -53.6% | +87.7% | -141.3% | -62.0% |
| All | -53.6% | +86.4% | -140.0% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling