+18.9%
RF vs BEN
+68.9%
-50.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.3% | +7.2% | -8.5% | -4.2% |
| 30D | +4.6% | +14.1% | -9.5% | -1.2% |
| 3M | -8.4% | +9.9% | -18.4% | -12.2% |
| 6M | +8.9% | +17.4% | -8.5% | +0.9% |
| YTD | +8.8% | +57.3% | -48.5% | -13.8% |
| 1Y | +18.9% | +66.9% | -48.0% | -9.4% |
| All | +18.9% | +68.9% | -50.0% | -9.4% |
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