+1,096.1%
XLY vs BEN
+390.4%
+705.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | -3.9% | +0.3% | -4.2% | -4.0% |
| 30D | -6.1% | +0.9% | -7.0% | -6.5% |
| 3M | -1.2% | +9.2% | -10.3% | -5.0% |
| 6M | -1.8% | +36.8% | -38.6% | -14.5% |
| YTD | -5.9% | +44.4% | -50.3% | -20.1% |
| 1Y | -3.1% | +45.8% | -48.9% | -18.3% |
| 3Y | +36.0% | +52.5% | -16.6% | +9.4% |
| 5Y | +27.6% | +37.7% | -10.1% | +5.3% |
| 10Y | +216.8% | +55.4% | +161.3% | +126.7% |
| All | +1,096.1% | +390.4% | +705.7% | +323.3% |
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 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