-36.9%
BAX vs BEN
+53.7%
-90.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.4% |
| 7D | -5.1% | +3.4% | -8.5% | -6.0% |
| 30D | -12.2% | +1.8% | -14.0% | -12.7% |
| 3M | +21.8% | +8.4% | +13.4% | +18.8% |
| 6M | +36.3% | +35.6% | +0.7% | +24.2% |
| YTD | +27.8% | +46.4% | -18.6% | +14.0% |
| 1Y | -0.1% | +46.3% | -46.4% | -10.9% |
| 3Y | -33.3% | +54.6% | -87.9% | -42.3% |
| 5Y | -67.1% | +39.4% | -106.5% | -71.4% |
| 10Y | -36.9% | +57.6% | -94.5% | -49.7% |
| All | -36.9% | +53.7% | -90.6% | -49.7% |
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