-37.8%
U vs BEN
+117.7%
-155.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.7% |
| 7D | +4.4% | +3.4% | +1.0% | +1.7% |
| 30D | -1.3% | +1.8% | -3.1% | -2.8% |
| 3M | +49.6% | +8.4% | +41.2% | +39.8% |
| 6M | +100.2% | +35.6% | +64.6% | +55.8% |
| YTD | -3.7% | +46.4% | -50.1% | -29.6% |
| 1Y | -6.5% | +46.3% | -52.8% | -31.8% |
| 3Y | +12.9% | +54.6% | -41.7% | -22.7% |
| 5Y | -68.3% | +39.4% | -107.7% | -77.3% |
| All | -37.8% | +117.7% | -155.5% | -52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling