+533.2%
XYZ vs BEN
+39.7%
+493.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -2.8% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -1.7% | -0.5% | -1.2% | -1.4% |
| 3M | +16.7% | +9.7% | +7.0% | +10.1% |
| 6M | +26.9% | +33.9% | -7.0% | +5.9% |
| YTD | +27.1% | +49.0% | -21.8% | -0.6% |
| 1Y | +9.3% | +42.1% | -32.9% | -12.2% |
| 3Y | +42.3% | +51.9% | -9.6% | +7.6% |
| 5Y | -69.3% | +39.0% | -108.4% | -75.2% |
| 10Y | +586.8% | +57.9% | +528.9% | +374.5% |
| All | +533.2% | +39.7% | +493.5% | +309.7% |
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 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