-2.4%
U vs BEN
+43.6%
-46.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.4% |
| 7D | 0.0% | +0.3% | -0.4% | -0.3% |
| 30D | -4.1% | +0.9% | -5.0% | -4.6% |
| 3M | +57.8% | +9.2% | +48.6% | +48.9% |
| 6M | +103.5% | +36.8% | +66.8% | +68.0% |
| YTD | -4.8% | +44.4% | -49.1% | -21.7% |
| 1Y | -2.4% | +45.8% | -48.2% | -22.8% |
| All | -2.4% | +43.6% | -46.0% | -22.8% |
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