+44.2%
XLU vs BEN
+36.0%
+8.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | -3.1% | +1.5% | -1.0% |
| 30D | -3.3% | +0.2% | -3.5% | -3.4% |
| 3M | -3.2% | +6.8% | -10.0% | -4.5% |
| 6M | -7.0% | +38.1% | -45.1% | -12.8% |
| YTD | +0.6% | +44.3% | -43.7% | -6.8% |
| 1Y | +2.4% | +42.6% | -40.1% | -5.0% |
| 3Y | +46.3% | +52.3% | -6.1% | +31.4% |
| All | +44.2% | +36.0% | +8.2% | +26.4% |
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