+96.3%
BEN vs ZCMD
-100.0%
+196.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.1% | +7.0% | 0.0% |
| 7D | -3.1% | -5.4% | +2.3% | -3.1% |
| 30D | +0.2% | -24.8% | +25.0% | +0.4% |
| 3M | +6.8% | -62.8% | +69.6% | +5.9% |
| 6M | +38.1% | -99.5% | +137.6% | +44.5% |
| YTD | +44.3% | -99.8% | +144.1% | +52.6% |
| 1Y | +42.6% | -99.9% | +142.5% | +52.6% |
| 3Y | +52.3% | -100.0% | +152.3% | +70.6% |
| 5Y | +37.6% | -100.0% | +137.6% | +54.6% |
| All | +96.3% | -100.0% | +196.3% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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