+1,376.8%
BAC vs BEN
+4,913.3%
-3,536.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -2.3% |
| 7D | +1.1% | +0.2% | +0.9% | +0.8% |
| 30D | -0.4% | -0.5% | +0.1% | -0.3% |
| 3M | +16.9% | +9.7% | +7.2% | +9.6% |
| 6M | +26.6% | +33.9% | -7.3% | +3.6% |
| YTD | +15.8% | +49.0% | -33.2% | -11.8% |
| 1Y | +27.2% | +42.1% | -14.9% | -0.7% |
| 3Y | +132.4% | +51.9% | +80.5% | +66.6% |
| 5Y | +72.6% | +39.0% | +33.5% | +25.2% |
| 10Y | +389.7% | +57.9% | +331.9% | +206.0% |
| All | +1,376.8% | +4,913.3% | -3,536.5% | +201.2% |
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