-22.6%
BAX vs Z
+25.1%
-47.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.2% |
| 7D | -1.1% | -3.0% | +1.9% | -0.9% |
| 30D | -5.5% | -4.2% | -1.3% | -5.1% |
| 3M | +33.5% | -3.7% | +37.2% | +33.8% |
| 6M | +35.9% | -24.5% | +60.4% | +39.0% |
| YTD | +35.4% | -49.3% | +84.7% | +43.2% |
| 1Y | +9.8% | -58.7% | +68.4% | +18.1% |
| 3Y | -32.7% | -34.1% | +1.4% | -31.6% |
| 5Y | -65.6% | -64.5% | -1.0% | -64.4% |
| 10Y | -34.9% | -0.5% | -34.4% | -43.3% |
| All | -22.6% | +25.1% | -47.7% | -35.9% |
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