+874.4%
BAX vs BEN
+4,818.7%
-3,944.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | -0.6% |
| 7D | +12.1% | +6.6% | +5.5% | +10.4% |
| 30D | +7.6% | +3.8% | +3.7% | +6.5% |
| 3M | -4.5% | +0.2% | -4.7% | -4.7% |
| 6M | +52.0% | +10.4% | +41.6% | +48.0% |
| YTD | +35.1% | +46.2% | -11.0% | +22.8% |
| 1Y | +43.7% | +52.3% | -8.5% | +29.3% |
| 3Y | -20.9% | +65.9% | -86.9% | -31.1% |
| 5Y | -63.5% | +20.6% | -84.1% | -66.3% |
| 10Y | -36.0% | +64.8% | -100.8% | -48.1% |
| All | +874.4% | +4,818.7% | -3,944.3% | +205.7% |
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 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