-23.1%
BA vs BEN
+10.3%
-33.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.4% | +0.3% |
| 7D | -0.1% | -0.4% | +0.3% | 0.0% |
| 30D | -9.1% | -0.7% | -8.4% | -8.8% |
| 3M | -28.2% | -6.8% | -21.4% | -25.0% |
| 6M | -23.1% | +7.9% | -31.0% | -27.4% |
| All | -23.1% | +10.3% | -33.4% | -27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling