+164.5%
XLB vs BEN
+53.7%
+110.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.4% |
| 7D | -2.9% | +3.4% | -6.3% | -4.3% |
| 30D | -3.4% | +1.8% | -5.2% | -4.1% |
| 3M | +1.6% | +8.4% | -6.8% | -2.0% |
| 6M | +3.6% | +35.6% | -32.0% | -9.3% |
| YTD | +14.2% | +46.4% | -32.1% | -3.4% |
| 1Y | +15.6% | +46.3% | -30.7% | -2.5% |
| 3Y | +33.1% | +54.6% | -21.5% | +6.3% |
| 5Y | +35.0% | +39.4% | -4.3% | +9.3% |
| 10Y | +164.5% | +57.6% | +107.0% | +84.8% |
| All | +164.5% | +53.7% | +110.9% | +84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling