+33.6%
XLY vs BEN
+51.0%
-17.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.7% | -3.1% | +1.4% | -0.6% |
| 30D | -4.2% | +0.2% | -4.4% | -4.3% |
| 3M | -2.7% | +6.8% | -9.5% | -5.2% |
| 6M | -0.6% | +38.1% | -38.7% | -12.3% |
| YTD | -5.0% | +44.3% | -49.4% | -17.7% |
| 1Y | -4.1% | +42.6% | -46.7% | -16.7% |
| 3Y | +33.6% | +52.3% | -18.7% | +9.7% |
| All | +33.6% | +51.0% | -17.4% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling