+217.6%
BAC vs Z
-16.5%
+234.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.5% |
| 7D | +3.2% | +0.8% | +2.4% | +3.1% |
| 30D | -0.7% | +5.2% | -5.9% | -1.9% |
| 3M | -20.0% | -17.0% | -2.9% | -18.1% |
| 6M | +3.4% | -22.7% | +26.1% | +6.5% |
| YTD | -5.7% | -56.3% | +50.6% | +5.8% |
| 1Y | -1.4% | -57.7% | +56.2% | +11.0% |
| 3Y | +97.9% | -16.5% | +114.5% | +94.3% |
| 5Y | +22.9% | -53.4% | +76.3% | +26.7% |
| All | +217.6% | -16.5% | +234.1% | +142.7% |
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 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