+640.9%
XLU vs BEN
+397.1%
+243.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.8% |
| 7D | +0.6% | +3.4% | -2.7% | -0.2% |
| 30D | -0.4% | +1.8% | -2.2% | -0.9% |
| 3M | -1.7% | +8.4% | -10.1% | -3.8% |
| 6M | -7.1% | +35.6% | -42.7% | -14.1% |
| YTD | +1.9% | +46.4% | -44.4% | -7.7% |
| 1Y | +6.1% | +46.3% | -40.2% | -4.1% |
| 3Y | +48.8% | +54.6% | -5.9% | +30.0% |
| 5Y | +43.8% | +39.4% | +4.4% | +25.9% |
| 10Y | +143.2% | +57.6% | +85.6% | +93.5% |
| All | +640.9% | +397.1% | +243.8% | +269.5% |
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