-72.0%
S vs BEN
+39.3%
-111.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -1.9% |
| 7D | -7.7% | +0.2% | -7.9% | -7.8% |
| 30D | -5.3% | -0.5% | -4.8% | -5.1% |
| 3M | +20.3% | +9.7% | +10.5% | +12.7% |
| 6M | +47.4% | +33.9% | +13.5% | +19.9% |
| YTD | +32.5% | +49.0% | -16.4% | 0.0% |
| 1Y | +9.5% | +42.1% | -32.6% | -15.2% |
| 3Y | +15.5% | +51.9% | -36.4% | -18.1% |
| All | -72.0% | +39.3% | -111.3% | -79.3% |
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