-39.0%
U vs BEN
+121.6%
-160.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -3.7% |
| 7D | -3.8% | +0.2% | -4.0% | -4.0% |
| 30D | +17.5% | -0.5% | +18.0% | +17.4% |
| 3M | +38.7% | +9.7% | +29.0% | +28.4% |
| 6M | +104.4% | +33.9% | +70.5% | +60.7% |
| YTD | -5.7% | +49.0% | -54.7% | -32.0% |
| 1Y | +3.7% | +42.1% | -38.4% | -22.8% |
| 3Y | +12.3% | +51.9% | -39.6% | -22.0% |
| 5Y | -68.8% | +39.0% | -107.9% | -78.0% |
| All | -39.0% | +121.6% | -160.7% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling