+26.9%
NDAQ vs BEN
+72.3%
-45.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.0% |
| 7D | +2.9% | +12.1% | -9.3% | -0.8% |
| 30D | +17.5% | +13.4% | +4.1% | +12.9% |
| 3M | +15.4% | +9.4% | +6.1% | +12.1% |
| 6M | +24.6% | +19.3% | +5.4% | +17.0% |
| YTD | +14.4% | +57.3% | -42.8% | -4.5% |
| 1Y | +26.9% | +69.1% | -42.2% | +2.8% |
| All | +26.9% | +72.3% | -45.4% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling