-70.0%
U vs BEN
+21.5%
-91.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.7% | +0.8% | +0.7% |
| 7D | +36.6% | +6.6% | +30.0% | +26.8% |
| 30D | +13.3% | +3.8% | +9.5% | +8.2% |
| 3M | +26.2% | +0.2% | +26.0% | +24.7% |
| 6M | +88.7% | +10.4% | +78.3% | +66.3% |
| YTD | +16.6% | +46.2% | -29.6% | -25.8% |
| 1Y | +29.0% | +52.3% | -23.3% | -22.0% |
| 3Y | +99.5% | +65.9% | +33.6% | -0.1% |
| All | -70.0% | +21.5% | -91.5% | -79.2% |
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 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