-63.7%
XYZ vs BEN
+28.2%
-92.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.4% |
| 7D | -1.1% | +6.8% | -7.8% | -7.2% |
| 30D | +11.5% | +18.0% | -6.5% | -4.6% |
| 3M | +1.8% | +7.5% | -5.7% | -5.1% |
| 6M | +21.2% | +14.7% | +6.5% | +5.3% |
| YTD | +29.9% | +56.1% | -26.1% | -17.5% |
| 1Y | +35.8% | +69.6% | -33.8% | -20.8% |
| 3Y | +62.6% | +87.7% | -25.1% | -23.8% |
| All | -63.7% | +28.2% | -92.0% | -74.4% |
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