-33.1%
BAX vs Z
-16.5%
-16.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.1% |
| 7D | +0.1% | +0.8% | -0.8% | 0.0% |
| 30D | +4.1% | +5.2% | -1.1% | +3.4% |
| 3M | -4.5% | -17.0% | +12.5% | -3.1% |
| 6M | +49.2% | -22.7% | +71.9% | +52.2% |
| YTD | +35.2% | -56.3% | +91.6% | +44.8% |
| 1Y | +38.3% | -57.7% | +95.9% | +48.3% |
| 3Y | -19.0% | -16.5% | -2.5% | -19.0% |
| 5Y | -64.2% | -53.4% | -10.8% | -63.5% |
| All | -33.1% | -16.5% | -16.7% | -40.5% |
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