-44.9%
S vs BEN
+47.9%
-92.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -1.1% |
| 7D | +1.4% | +12.1% | -10.8% | -5.6% |
| 30D | -10.8% | +13.4% | -24.2% | -17.5% |
| 3M | +5.4% | +9.4% | -4.0% | -0.6% |
| 6M | +41.2% | +19.3% | +22.0% | +25.5% |
| YTD | +56.2% | +57.3% | -1.1% | +14.9% |
| 1Y | +36.3% | +69.1% | -32.8% | -4.7% |
| 3Y | +49.4% | +85.6% | -36.2% | -7.5% |
| 5Y | -66.9% | +32.9% | -99.8% | -75.7% |
| All | -44.9% | +47.9% | -92.8% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling