+35.5%
BA vs Z
+9.5%
+26.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -10.6% | +8.1% | +0.1% |
| 7D | -0.1% | -2.3% | +2.2% | +0.3% |
| 30D | -9.1% | +9.4% | -18.5% | -11.7% |
| 3M | -28.2% | -16.1% | -12.1% | -25.8% |
| 6M | -23.1% | -30.4% | +7.3% | -17.3% |
| YTD | -20.6% | -55.6% | +35.0% | -5.5% |
| 1Y | -12.7% | -58.5% | +45.8% | +5.2% |
| 3Y | -11.6% | -19.6% | +8.1% | -15.2% |
| 5Y | -23.1% | -54.1% | +31.0% | -19.2% |
| 10Y | +34.4% | -12.1% | +46.4% | 0.0% |
| All | +35.5% | +9.5% | +26.0% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling