+31.8%
BA vs Z
-14.9%
+46.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +1.1% |
| 7D | +1.1% | -4.6% | +5.6% | +2.0% |
| 30D | -7.9% | +8.3% | -16.2% | -10.4% |
| 3M | -25.3% | -11.6% | -13.7% | -23.8% |
| 6M | -24.6% | -33.6% | +9.1% | -17.6% |
| YTD | -20.1% | -56.7% | +36.5% | -3.7% |
| 1Y | -11.8% | -59.1% | +47.4% | +7.6% |
| 3Y | -10.1% | -20.4% | +10.2% | -14.1% |
| 5Y | -22.7% | -55.3% | +32.5% | -18.3% |
| All | +31.8% | -14.9% | +46.7% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling