+415.1%
XLF vs BEN
+404.8%
+10.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.2% |
| 7D | +0.2% | +4.7% | -4.5% | -2.6% |
| 30D | -0.5% | +2.6% | -3.1% | -2.2% |
| 3M | +10.6% | +11.5% | -0.9% | +3.1% |
| 6M | +14.3% | +35.3% | -21.0% | -6.1% |
| YTD | +5.5% | +48.6% | -43.1% | -18.3% |
| 1Y | +9.6% | +46.7% | -37.1% | -14.9% |
| 3Y | +75.2% | +57.0% | +18.2% | +23.6% |
| 5Y | +65.5% | +41.8% | +23.7% | +18.1% |
| 10Y | +246.4% | +55.2% | +191.2% | +109.6% |
| All | +415.1% | +404.8% | +10.3% | +32.5% |
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 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