-63.9%
BAX vs Z
-55.4%
-8.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +0.9% |
| 7D | +12.1% | -4.6% | +16.7% | +12.8% |
| 30D | +7.6% | +8.3% | -0.7% | +6.1% |
| 3M | -4.5% | -11.6% | +7.1% | -3.3% |
| 6M | +52.0% | -33.6% | +85.7% | +59.3% |
| YTD | +35.1% | -56.7% | +91.8% | +48.4% |
| 1Y | +43.7% | -59.1% | +102.8% | +58.8% |
| 3Y | -20.9% | -20.4% | -0.6% | -20.6% |
| All | -63.9% | -55.4% | -8.5% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling