-51.3%
IT vs BEN
+56.8%
-108.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.2% | -7.2% | -7.4% |
| 7D | -9.1% | +4.7% | -13.8% | -10.3% |
| 30D | -7.0% | +2.6% | -9.6% | -7.7% |
| 3M | +7.6% | +11.5% | -3.9% | +4.2% |
| 6M | +2.1% | +35.3% | -33.2% | -7.2% |
| YTD | -31.6% | +48.6% | -80.2% | -39.5% |
| 1Y | -29.9% | +46.7% | -76.6% | -38.0% |
| 3Y | -51.3% | +57.0% | -108.3% | -59.6% |
| All | -51.3% | +56.8% | -108.1% | -59.6% |
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 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