+26.5%
BAC vs Z
-58.8%
+85.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | -0.3% |
| 7D | +0.6% | -3.0% | +3.6% | +1.0% |
| 30D | -0.9% | -4.2% | +3.3% | -0.4% |
| 3M | +16.3% | -3.7% | +20.0% | +16.7% |
| 6M | +26.0% | -24.5% | +50.5% | +31.4% |
| YTD | +15.2% | -49.3% | +64.5% | +25.7% |
| 1Y | +26.5% | -58.7% | +85.2% | +39.9% |
| All | +26.5% | -58.8% | +85.3% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling