+57.6%
BEN vs Z
-5.7%
+63.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | +3.4% | -7.1% | +10.4% | +4.7% |
| 30D | +1.8% | -4.8% | +6.6% | +2.5% |
| 3M | +8.4% | -9.3% | +17.7% | +9.7% |
| 6M | +35.6% | -29.0% | +64.6% | +43.3% |
| YTD | +46.4% | -52.9% | +99.3% | +65.9% |
| 1Y | +46.3% | -63.1% | +109.5% | +72.9% |
| 3Y | +54.6% | -36.9% | +91.5% | +61.5% |
| 5Y | +39.4% | -65.5% | +104.9% | +49.8% |
| 10Y | +57.6% | -3.9% | +61.4% | +30.5% |
| All | +57.6% | -5.7% | +63.3% | +30.5% |
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