+3.3%
RF vs BEN
+10.3%
-7.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -0.4% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | +5.0% | -0.7% | +5.7% | +5.2% |
| 3M | -10.0% | -6.8% | -3.2% | -7.9% |
| 6M | +3.3% | +7.9% | -4.6% | +0.1% |
| All | +3.3% | +10.3% | -7.0% | +0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling