+54.6%
TER vs BEN
+19.4%
+35.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.1% | -0.6% |
| 7D | -20.5% | +6.6% | -27.1% | -23.8% |
| 30D | -47.0% | +3.8% | -50.9% | -48.3% |
| 3M | -43.3% | +0.2% | -43.5% | -43.3% |
| 6M | -42.9% | +10.4% | -53.4% | -46.7% |
| YTD | +12.9% | +46.2% | -33.3% | -13.6% |
| 1Y | +18.2% | +52.3% | -34.1% | -12.1% |
| 3Y | +151.8% | +65.9% | +85.8% | +66.5% |
| All | +54.6% | +19.4% | +35.1% | +29.1% |
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