+28.1%
BA vs Z
-11.7%
+39.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -1.6% |
| 7D | -1.7% | -5.2% | +3.4% | -0.6% |
| 30D | -9.5% | +5.7% | -15.2% | -11.3% |
| 3M | -26.5% | -8.7% | -17.7% | -25.6% |
| 6M | -27.4% | -26.0% | -1.4% | -22.8% |
| YTD | -20.6% | -55.0% | +34.4% | -5.2% |
| 1Y | -11.4% | -58.0% | +46.6% | +7.2% |
| 3Y | -10.8% | -15.2% | +4.3% | -16.2% |
| 5Y | -21.9% | -53.8% | +31.9% | -18.1% |
| 10Y | +28.1% | -14.5% | +42.7% | -6.6% |
| All | +28.1% | -11.7% | +39.8% | -6.6% |
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