-63.1%
W vs BEN
+39.3%
-102.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | -1.8% |
| 7D | -4.2% | +0.2% | -4.4% | -4.4% |
| 30D | -7.6% | -0.5% | -7.0% | -6.9% |
| 3M | +37.2% | +9.7% | +27.4% | +23.0% |
| 6M | +26.3% | +33.9% | -7.6% | -12.7% |
| YTD | -1.0% | +49.0% | -50.0% | -40.6% |
| 1Y | +20.1% | +42.1% | -22.0% | -24.6% |
| 3Y | +37.8% | +51.9% | -14.1% | -20.3% |
| All | -63.1% | +39.3% | -102.4% | -76.5% |
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