+16.0%
BABA vs BEN
+60.1%
-44.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.6% | +7.2% | -10.8% | -6.0% |
| 30D | -8.4% | +14.1% | -22.5% | -12.5% |
| 3M | -20.6% | +9.9% | -30.5% | -23.3% |
| 6M | -25.4% | +17.4% | -42.8% | -29.6% |
| YTD | -30.1% | +57.3% | -87.4% | -40.3% |
| 1Y | -36.3% | +66.9% | -103.2% | -46.7% |
| 3Y | +30.4% | +85.7% | -55.3% | +2.0% |
| 5Y | -35.7% | +31.2% | -66.9% | -44.9% |
| 10Y | +16.0% | +61.0% | -45.0% | -1.4% |
| All | +16.0% | +60.1% | -44.0% | -1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling