+1,407.5%
RF vs BEN
+4,597.0%
-3,189.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | +0.8% |
| 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% | -6.4% |
| 6M | +3.3% | +7.9% | -4.6% | -2.2% |
| YTD | +7.9% | +39.6% | -31.6% | -13.1% |
| 1Y | +21.2% | +48.5% | -27.3% | -6.3% |
| 3Y | +105.8% | +55.7% | +50.1% | +51.0% |
| 5Y | +43.7% | +15.1% | +28.6% | +24.4% |
| 10Y | +289.4% | +57.4% | +232.1% | +171.4% |
| All | +1,407.5% | +4,597.0% | -3,189.5% | +465.0% |
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