+737.9%
BE vs Z
-51.7%
+789.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +1.7% | +11.3% | +12.2% |
| 7D | +4.5% | -13.1% | +17.6% | +12.0% |
| 30D | -20.1% | +5.9% | -26.0% | -23.4% |
| 3M | -0.8% | -13.7% | +12.9% | +2.3% |
| 6M | -26.2% | -27.1% | +0.9% | -19.6% |
| YTD | +141.1% | -56.8% | +197.9% | +227.2% |
| 1Y | +64.8% | -60.2% | +125.1% | +132.9% |
| 3Y | +1,887.4% | -19.7% | +1,907.1% | +1,689.7% |
| 5Y | +518.1% | -53.7% | +571.8% | +608.8% |
| All | +737.9% | -51.7% | +789.6% | +555.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling