-37.1%
BAX vs Z
-7.0%
-30.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.4% | +2.7% | -3.1% |
| 7D | -2.4% | -3.3% | +0.8% | -2.1% |
| 30D | -9.7% | -3.7% | -6.0% | -9.4% |
| 3M | +29.3% | -7.0% | +36.2% | +30.0% |
| 6M | +40.7% | -29.5% | +70.2% | +44.9% |
| YTD | +30.3% | -52.6% | +82.8% | +38.6% |
| 1Y | +3.4% | -64.0% | +67.4% | +12.6% |
| 3Y | -32.0% | -36.4% | +4.4% | -30.5% |
| 5Y | -66.9% | -65.8% | -1.1% | -65.7% |
| 10Y | -37.1% | -5.8% | -31.2% | -44.3% |
| All | -37.1% | -7.0% | -30.1% | -44.3% |
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