+1,514.2%
RF vs BEN
+4,913.3%
-3,399.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -2.2% |
| 7D | +1.3% | +0.2% | +1.1% | +1.1% |
| 30D | -3.6% | -0.5% | -3.1% | -3.4% |
| 3M | +8.1% | +9.7% | -1.6% | +1.7% |
| 6M | +11.5% | +33.9% | -22.4% | -7.7% |
| YTD | +15.6% | +49.0% | -33.4% | -10.4% |
| 1Y | +15.7% | +42.1% | -26.4% | -8.0% |
| 3Y | +86.9% | +51.9% | +35.0% | +39.6% |
| 5Y | +89.8% | +39.0% | +50.8% | +45.6% |
| 10Y | +344.7% | +57.9% | +286.8% | +209.0% |
| All | +1,514.2% | +4,913.3% | -3,399.1% | +483.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling