+42.5%
BEN vs Z
-64.8%
+107.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.9% |
| 6M | +33.9% | -24.5% | +58.4% | +41.6% |
| YTD | +49.0% | -49.3% | +98.3% | +72.1% |
| 1Y | +42.1% | -58.7% | +100.8% | +71.6% |
| 3Y | +51.9% | -34.1% | +86.0% | +57.7% |
| All | +42.5% | -64.8% | +107.3% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling