-1.4%
BAC vs BEN
+65.1%
-66.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +3.2% | +6.8% | -3.6% | +0.5% |
| 30D | -0.7% | +18.0% | -18.7% | -7.2% |
| 3M | -20.0% | +7.5% | -27.5% | -22.5% |
| 6M | +3.4% | +14.7% | -11.3% | -2.8% |
| YTD | -5.7% | +56.1% | -61.8% | -22.3% |
| 1Y | -1.4% | +69.6% | -71.0% | -22.3% |
| All | -1.4% | +65.1% | -66.5% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling