-54.3%
S vs BEN
+39.8%
-94.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.1% |
| 7D | -5.8% | +4.7% | -10.5% | -8.6% |
| 30D | -9.2% | +2.6% | -11.8% | -10.8% |
| 3M | +23.4% | +11.5% | +11.9% | +14.7% |
| 6M | +36.9% | +35.3% | +1.6% | +11.4% |
| YTD | +29.5% | +48.6% | -19.1% | -1.2% |
| 1Y | +5.4% | +46.7% | -41.3% | -19.3% |
| 3Y | +14.7% | +57.0% | -42.3% | -19.7% |
| 5Y | -71.5% | +41.8% | -113.4% | -78.8% |
| All | -54.3% | +39.8% | -94.1% | -66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling