+46.0%
RF vs BEN
+32.3%
+13.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.3% | +7.2% | -8.5% | -5.6% |
| 30D | +4.6% | +14.1% | -9.5% | -3.7% |
| 3M | -8.4% | +9.9% | -18.4% | -13.9% |
| 6M | +8.9% | +17.4% | -8.5% | -2.2% |
| YTD | +8.8% | +57.3% | -48.5% | -19.2% |
| 1Y | +18.9% | +66.9% | -48.0% | -15.0% |
| 3Y | +116.0% | +85.7% | +30.3% | +39.8% |
| 5Y | +46.0% | +31.2% | +14.8% | +21.2% |
| All | +46.0% | +32.3% | +13.7% | +21.2% |
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