-42.4%
IT vs BEN
+28.2%
-70.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.5% |
| 7D | +1.1% | +6.8% | -5.7% | -1.4% |
| 30D | -1.8% | +18.0% | -19.8% | -7.8% |
| 3M | +4.8% | +7.5% | -2.6% | +1.8% |
| 6M | +33.0% | +14.7% | +18.3% | +25.4% |
| YTD | -23.8% | +56.1% | -79.9% | -36.7% |
| 1Y | -16.5% | +69.6% | -86.1% | -32.9% |
| 3Y | -53.6% | +87.7% | -141.3% | -66.0% |
| All | -42.4% | +28.2% | -70.7% | -47.7% |
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