+28.0%
BEN vs Z
+25.1%
+2.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +3.9% |
| 7D | +0.2% | -3.0% | +3.2% | +0.8% |
| 30D | -0.5% | -4.2% | +3.6% | 0.0% |
| 3M | +9.7% | -3.7% | +13.4% | +9.9% |
| 6M | +33.9% | -24.5% | +58.4% | +40.0% |
| YTD | +49.0% | -49.3% | +98.3% | +67.0% |
| 1Y | +42.1% | -58.7% | +100.8% | +64.8% |
| 3Y | +51.9% | -34.1% | +86.0% | +57.4% |
| 5Y | +39.0% | -64.5% | +103.6% | +49.5% |
| 10Y | +57.9% | -0.5% | +58.3% | +24.3% |
| All | +28.0% | +25.1% | +2.9% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling