+5.4%
S vs BEN
+45.8%
-40.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | -5.8% | +4.7% | -10.5% | -7.7% |
| 30D | -9.2% | +2.6% | -11.8% | -10.3% |
| 3M | +23.4% | +11.5% | +11.9% | +17.6% |
| 6M | +36.9% | +35.3% | +1.6% | +17.5% |
| YTD | +29.5% | +48.6% | -19.1% | +8.1% |
| 1Y | +5.4% | +46.7% | -41.3% | -10.2% |
| All | +5.4% | +45.8% | -40.3% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling