-0.9%
BA vs Z
-64.8%
+63.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.3% |
| 7D | +1.2% | -3.0% | +4.2% | +1.8% |
| 30D | -11.6% | -4.2% | -7.4% | -11.1% |
| 3M | -2.4% | -3.7% | +1.3% | -2.2% |
| 6M | -6.6% | -24.5% | +17.9% | -2.0% |
| YTD | -2.2% | -49.3% | +47.1% | +10.8% |
| 1Y | -8.0% | -58.7% | +50.7% | +8.3% |
| 3Y | -5.0% | -34.1% | +29.1% | -3.2% |
| All | -0.9% | -64.8% | +63.9% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling