+23.9%
BABA vs BEN
+2.4%
+21.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.7% | -3.4% | -0.3% |
| 7D | +11.6% | +6.6% | +5.0% | +9.1% |
| 30D | +2.3% | +3.8% | -1.6% | +0.8% |
| 3M | -13.7% | +0.2% | -13.9% | -14.0% |
| 6M | -21.9% | +10.4% | -32.4% | -24.9% |
| YTD | -24.6% | +46.2% | -70.8% | -34.4% |
| 1Y | -34.1% | +52.3% | -86.4% | -43.5% |
| 3Y | +36.3% | +65.9% | -29.7% | +9.8% |
| 5Y | -26.7% | +20.6% | -47.3% | -35.4% |
| 10Y | +19.2% | +64.8% | -45.6% | -11.1% |
| All | +23.9% | +2.4% | +21.5% | +10.9% |
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