+16.3%
BABA vs BEN
+10.2%
+6.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.9% |
| 7D | +2.4% | +12.1% | -9.8% | -1.8% |
| 30D | -7.8% | +13.4% | -21.2% | -11.9% |
| 3M | -22.4% | +9.4% | -31.7% | -25.0% |
| 6M | -26.0% | +19.3% | -45.2% | -30.7% |
| YTD | -29.3% | +57.3% | -86.5% | -40.0% |
| 1Y | -37.5% | +69.1% | -106.6% | -48.4% |
| 3Y | +31.9% | +85.6% | -53.7% | +2.1% |
| 5Y | -33.4% | +32.9% | -66.4% | -43.2% |
| 10Y | +15.7% | +58.3% | -42.6% | -11.0% |
| All | +16.3% | +10.2% | +6.1% | +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 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