+213.6%
RF vs BEN
+58.7%
+154.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.9% |
| 7D | +1.9% | +6.8% | -4.8% | -2.6% |
| 30D | +7.3% | +18.0% | -10.7% | -4.5% |
| 3M | -7.9% | +7.5% | -15.4% | -12.8% |
| 6M | +10.5% | +14.7% | -4.2% | -0.6% |
| YTD | +9.6% | +56.1% | -46.4% | -21.1% |
| 1Y | +20.3% | +69.6% | -49.3% | -18.3% |
| 3Y | +119.5% | +87.7% | +31.9% | +33.7% |
| 5Y | +48.2% | +28.6% | +19.6% | +15.9% |
| All | +213.6% | +58.7% | +154.9% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling