-35.6%
BAX vs BEN
+55.0%
-90.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | -0.3% |
| 7D | +3.6% | +12.1% | -8.5% | 0.0% |
| 30D | +8.5% | +13.4% | -4.9% | +4.3% |
| 3M | -4.9% | +9.4% | -14.2% | -7.6% |
| 6M | +47.0% | +19.3% | +27.7% | +38.9% |
| YTD | +38.4% | +57.3% | -18.8% | +20.3% |
| 1Y | +49.1% | +69.1% | -20.0% | +26.8% |
| 3Y | -14.9% | +85.6% | -100.5% | -30.5% |
| 5Y | -63.1% | +32.9% | -96.1% | -67.8% |
| 10Y | -35.6% | +58.3% | -93.9% | -49.3% |
| All | -35.6% | +55.0% | -90.6% | -49.3% |
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 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