-8.5%
BX vs BEN
+56.2%
-64.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.7% | +1.6% | +2.5% |
| 7D | +8.3% | +6.7% | +1.5% | +2.9% |
| 30D | +13.5% | +3.0% | +10.5% | +10.9% |
| 3M | -7.6% | -4.3% | -3.3% | -4.4% |
| 6M | +4.0% | +16.4% | -12.3% | -7.4% |
| YTD | -15.2% | +46.8% | -61.9% | -33.8% |
| 1Y | -8.5% | +57.3% | -65.8% | -30.5% |
| All | -8.5% | +56.2% | -64.7% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling