-68.3%
U vs BEN
+40.0%
-108.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +1.0% |
| 7D | +4.4% | +3.4% | +1.0% | +0.9% |
| 30D | -1.3% | +1.8% | -3.1% | -3.2% |
| 3M | +49.6% | +8.4% | +41.2% | +36.7% |
| 6M | +100.2% | +35.6% | +64.6% | +43.8% |
| YTD | -3.7% | +46.4% | -50.1% | -36.5% |
| 1Y | -6.5% | +46.3% | -52.8% | -38.7% |
| 3Y | +12.9% | +54.6% | -41.7% | -33.5% |
| 5Y | -68.3% | +39.4% | -107.7% | -79.6% |
| All | -68.3% | +40.0% | -108.3% | -79.6% |
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