-5.7%
RMD vs BEN
+30.9%
-36.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | +3.1% | +12.1% | -9.0% | -0.6% |
| 30D | +1.8% | +13.4% | -11.6% | -2.2% |
| 3M | +6.7% | +9.4% | -2.7% | +3.6% |
| 6M | +13.9% | +19.3% | -5.4% | +7.4% |
| YTD | -2.0% | +57.3% | -59.3% | -15.5% |
| 1Y | -5.4% | +69.1% | -74.5% | -20.3% |
| 3Y | +67.4% | +85.6% | -18.2% | +33.1% |
| 5Y | -5.7% | +32.9% | -38.7% | -19.5% |
| All | -5.7% | +30.9% | -36.7% | -19.5% |
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