+47.4%
TER vs BEN
+65.1%
-17.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.7% |
| 7D | +14.4% | +6.8% | +7.6% | +9.2% |
| 30D | -30.6% | +18.0% | -48.6% | -37.7% |
| 3M | -39.2% | +7.5% | -46.7% | -41.9% |
| 6M | -31.3% | +14.7% | -46.0% | -36.9% |
| YTD | +29.1% | +56.1% | -27.0% | -5.0% |
| 1Y | +47.4% | +69.6% | -22.2% | -0.4% |
| All | +47.4% | +65.1% | -17.6% | -0.4% |
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