+348.9%
BAC vs Z
+25.1%
+323.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +0.3% |
| 7D | +1.1% | -3.0% | +4.1% | +1.6% |
| 30D | -0.4% | -4.2% | +3.8% | 0.0% |
| 3M | +16.9% | -3.7% | +20.6% | +17.0% |
| 6M | +26.6% | -24.5% | +51.1% | +31.4% |
| YTD | +15.8% | -49.3% | +65.1% | +27.7% |
| 1Y | +27.2% | -58.7% | +85.8% | +44.4% |
| 3Y | +132.4% | -34.1% | +166.5% | +137.9% |
| 5Y | +72.6% | -64.5% | +137.1% | +84.5% |
| 10Y | +389.7% | -0.5% | +390.2% | +271.2% |
| All | +348.9% | +25.1% | +323.8% | +213.4% |
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 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