+64.3%
XLF vs BEN
+36.0%
+28.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | -3.1% | +1.6% | -0.3% |
| 30D | -1.2% | +0.2% | -1.3% | -1.3% |
| 3M | +9.2% | +6.8% | +2.3% | +6.1% |
| 6M | +16.3% | +38.1% | -21.8% | +1.6% |
| YTD | +5.4% | +44.3% | -38.9% | -9.7% |
| 1Y | +7.6% | +42.6% | -35.0% | -7.6% |
| 3Y | +74.2% | +52.3% | +21.9% | +41.1% |
| All | +64.3% | +36.0% | +28.3% | +35.3% |
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