-22.1%
RMD vs BEN
+40.0%
-62.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | -4.7% | +3.4% | -8.1% | -5.7% |
| 30D | +0.2% | +1.8% | -1.5% | -0.3% |
| 3M | +12.0% | +8.4% | +3.6% | +9.3% |
| 6M | -12.5% | +35.6% | -48.2% | -20.3% |
| YTD | -7.9% | +46.4% | -54.3% | -18.1% |
| 1Y | -20.4% | +46.3% | -66.7% | -29.3% |
| 3Y | +53.1% | +54.6% | -1.5% | +31.3% |
| 5Y | -22.1% | +39.4% | -61.5% | -34.5% |
| All | -22.1% | +40.0% | -62.1% | -34.5% |
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