-0.6%
BBY vs Z
-65.6%
+65.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | +1.2% | -7.1% | +8.2% | +2.9% |
| 30D | +6.8% | -4.8% | +11.6% | +7.8% |
| 3M | +18.7% | -9.3% | +28.1% | +20.8% |
| 6M | +37.3% | -29.0% | +66.3% | +47.2% |
| YTD | +35.3% | -52.9% | +88.2% | +59.3% |
| 1Y | +20.7% | -63.1% | +83.8% | +50.3% |
| 3Y | +39.4% | -36.9% | +76.3% | +47.8% |
| All | -0.6% | -65.6% | +65.1% | +0.1% |
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