+20.0%
ON vs BEN
+28.2%
-8.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.1% | -4.0% |
| 7D | +12.2% | +6.8% | +5.5% | +6.8% |
| 30D | -3.1% | +18.0% | -21.1% | -14.8% |
| 3M | -12.9% | +7.5% | -20.3% | -17.5% |
| 6M | -38.6% | +14.7% | -53.3% | -45.1% |
| YTD | +31.2% | +56.1% | -24.9% | -9.2% |
| 1Y | +47.6% | +69.6% | -21.9% | -4.4% |
| 3Y | +6.6% | +87.7% | -81.1% | -41.7% |
| All | +20.0% | +28.2% | -8.2% | -8.7% |
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