+9.8%
BAX vs Z
-58.8%
+68.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.4% |
| 7D | -1.1% | -3.0% | +1.9% | -0.6% |
| 30D | -5.5% | -4.2% | -1.3% | -4.9% |
| 3M | +33.5% | -3.7% | +37.2% | +33.2% |
| 6M | +35.9% | -24.5% | +60.4% | +39.3% |
| YTD | +35.4% | -49.3% | +84.7% | +42.4% |
| 1Y | +9.8% | -58.7% | +68.4% | +17.9% |
| All | +9.8% | -58.8% | +68.6% | +17.9% |
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