-26.4%
BA vs Z
-53.4%
+27.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.8% |
| 7D | -1.1% | +0.8% | -1.9% | -1.4% |
| 30D | -7.1% | +5.2% | -12.3% | -8.7% |
| 3M | -25.5% | -17.0% | -8.5% | -23.1% |
| 6M | -28.7% | -22.7% | -6.1% | -25.5% |
| YTD | -21.0% | -56.3% | +35.3% | -6.9% |
| 1Y | -11.9% | -57.7% | +45.8% | +4.2% |
| 3Y | -16.2% | -16.5% | +0.4% | -22.1% |
| All | -26.4% | -53.4% | +27.0% | -25.7% |
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