+554.0%
XYZ vs BEN
+37.1%
+516.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | -1.1% |
| 7D | +12.1% | +6.6% | +5.5% | +8.1% |
| 30D | +12.4% | +3.8% | +8.5% | +10.1% |
| 3M | +8.2% | +0.2% | +8.0% | +8.2% |
| 6M | +20.7% | +10.4% | +10.2% | +13.5% |
| YTD | +31.3% | +46.2% | -14.8% | +4.1% |
| 1Y | +20.5% | +52.3% | -31.7% | -6.7% |
| 3Y | +72.6% | +65.9% | +6.7% | +23.8% |
| 5Y | -64.0% | +20.6% | -84.6% | -68.9% |
| 10Y | +601.8% | +64.8% | +537.0% | +380.6% |
| All | +554.0% | +37.1% | +516.9% | +328.9% |
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