+57.4%
BEN vs Z
-32.8%
+90.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +4.0% |
| 7D | +0.2% | -3.0% | +3.2% | +0.9% |
| 30D | -0.5% | -4.2% | +3.6% | +0.2% |
| 3M | +9.7% | -3.7% | +13.4% | +10.0% |
| 6M | +33.9% | -24.5% | +58.4% | +41.9% |
| YTD | +49.0% | -49.3% | +98.3% | +73.1% |
| 1Y | +42.1% | -58.7% | +100.8% | +73.0% |
| All | +57.4% | -32.8% | +90.2% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling