-22.7%
BAX vs Z
+6.9%
-29.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +0.8% |
| 7D | +12.1% | -4.6% | +16.7% | +12.6% |
| 30D | +7.6% | +8.3% | -0.7% | +6.6% |
| 3M | -4.5% | -11.6% | +7.1% | -3.6% |
| 6M | +52.0% | -33.6% | +85.7% | +57.3% |
| YTD | +35.1% | -56.7% | +91.8% | +44.9% |
| 1Y | +43.7% | -59.1% | +102.8% | +54.7% |
| 3Y | -20.9% | -20.4% | -0.6% | -20.6% |
| 5Y | -63.5% | -55.3% | -8.3% | -62.7% |
| 10Y | -36.0% | -14.2% | -21.8% | -43.5% |
| All | -22.7% | +6.9% | -29.6% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling