+53.6%
BEN vs Z
-16.5%
+70.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.0% | -0.2% |
| 7D | +6.8% | +0.8% | +5.9% | +6.6% |
| 30D | +18.0% | +5.2% | +12.8% | +16.5% |
| 3M | +7.5% | -17.0% | +24.5% | +10.4% |
| 6M | +14.7% | -22.7% | +37.4% | +18.9% |
| YTD | +56.1% | -56.3% | +112.4% | +78.4% |
| 1Y | +69.6% | -57.7% | +127.2% | +94.6% |
| 3Y | +87.7% | -16.5% | +104.2% | +86.4% |
| 5Y | +28.6% | -53.4% | +82.0% | +34.5% |
| All | +53.6% | -16.5% | +70.1% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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