-66.9%
BAX vs BEN
+42.4%
-109.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.5% | -3.7% |
| 7D | -2.4% | +4.7% | -7.1% | -4.0% |
| 30D | -9.7% | +2.6% | -12.3% | -10.6% |
| 3M | +29.3% | +11.5% | +17.8% | +24.4% |
| 6M | +40.7% | +35.3% | +5.3% | +26.2% |
| YTD | +30.3% | +48.6% | -18.4% | +13.6% |
| 1Y | +3.4% | +46.7% | -43.3% | -9.6% |
| 3Y | -32.0% | +57.0% | -89.0% | -43.0% |
| 5Y | -66.9% | +41.8% | -108.7% | -72.4% |
| All | -66.9% | +42.4% | -109.2% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling