-33.9%
BAX vs Z
-11.7%
-22.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +2.0% |
| 7D | +9.0% | -5.2% | +14.2% | +9.5% |
| 30D | +8.5% | +5.7% | +2.7% | +7.7% |
| 3M | -4.1% | -8.7% | +4.6% | -3.5% |
| 6M | +46.9% | -26.0% | +72.9% | +50.5% |
| YTD | +38.4% | -55.0% | +93.4% | +47.7% |
| 1Y | +47.0% | -58.0% | +105.0% | +57.7% |
| 3Y | -14.9% | -15.2% | +0.2% | -15.0% |
| 5Y | -62.5% | -53.8% | -8.7% | -61.8% |
| 10Y | -33.9% | -14.5% | -19.4% | -40.4% |
| All | -33.9% | -11.7% | -22.2% | -40.4% |
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 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