+389.6%
BE vs Z
-64.1%
+453.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -3.0% |
| 7D | +23.9% | -7.1% | +31.0% | +22.6% |
| 30D | +27.8% | -4.8% | +32.6% | +27.2% |
| 3M | +3.7% | -9.3% | +13.1% | +5.6% |
| 6M | +78.0% | -29.0% | +106.9% | +80.7% |
| YTD | +209.9% | -52.9% | +262.8% | +209.5% |
| 1Y | +389.6% | -63.1% | +452.7% | +388.7% |
| All | +389.6% | -64.1% | +453.7% | +388.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling