-17.4%
ZBH vs BEN
+56.6%
-74.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.1% |
| 7D | -4.7% | -3.1% | -1.6% | -3.7% |
| 30D | -4.5% | +0.2% | -4.7% | -4.6% |
| 3M | +7.6% | +6.8% | +0.7% | +4.8% |
| 6M | +0.3% | +38.1% | -37.8% | -11.1% |
| YTD | +4.5% | +44.3% | -39.8% | -9.0% |
| 1Y | -9.4% | +42.6% | -52.0% | -21.0% |
| 3Y | -21.5% | +52.3% | -73.8% | -34.8% |
| 5Y | -28.4% | +37.6% | -66.0% | -40.2% |
| All | -17.4% | +56.6% | -74.0% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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