+18.8%
BX vs BEN
+40.0%
-21.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.1% | -2.4% |
| 7D | -5.7% | +3.4% | -9.0% | -8.2% |
| 30D | -8.9% | +1.8% | -10.7% | -10.3% |
| 3M | +8.4% | +8.4% | 0.0% | +1.5% |
| 6M | +18.9% | +35.6% | -16.7% | -7.1% |
| YTD | -13.6% | +46.4% | -60.0% | -36.4% |
| 1Y | -22.4% | +46.3% | -68.8% | -43.1% |
| 3Y | +26.0% | +54.6% | -28.6% | -14.7% |
| 5Y | +18.8% | +39.4% | -20.6% | -14.4% |
| All | +18.8% | +40.0% | -21.2% | -14.4% |
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