+319.1%
BBY vs Z
+17.0%
+302.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.4% | +0.4% |
| 7D | +8.1% | -3.3% | +11.4% | +8.8% |
| 30D | +8.9% | -3.7% | +12.7% | +9.6% |
| 3M | +22.0% | -7.0% | +29.0% | +23.3% |
| 6M | +37.8% | -29.5% | +67.3% | +47.1% |
| YTD | +37.3% | -52.6% | +89.9% | +59.0% |
| 1Y | +21.6% | -64.0% | +85.6% | +49.1% |
| 3Y | +41.5% | -36.4% | +77.9% | +48.6% |
| 5Y | +1.2% | -65.8% | +67.0% | +13.0% |
| 10Y | +237.8% | -5.8% | +243.6% | +182.5% |
| All | +319.1% | +17.0% | +302.1% | +241.3% |
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