+198.3%
W vs BEN
+15.6%
+182.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -4.7% |
| 7D | +1.1% | +12.1% | -11.1% | -7.6% |
| 30D | +6.4% | +13.4% | -7.0% | -3.6% |
| 3M | +9.0% | +9.4% | -0.4% | +1.6% |
| 6M | +69.8% | +19.3% | +50.6% | +48.7% |
| YTD | +12.1% | +57.3% | -45.2% | -21.7% |
| 1Y | 0.0% | +69.1% | -69.1% | -34.0% |
| 3Y | +160.3% | +85.6% | +74.7% | +63.5% |
| 5Y | -53.3% | +32.9% | -86.2% | -61.1% |
| 10Y | +217.0% | +58.3% | +158.6% | +112.4% |
| All | +198.3% | +15.6% | +182.7% | +113.8% |
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