+1,709.5%
BE vs Z
-18.1%
+1,727.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.5% | -8.4% | -5.7% |
| 7D | +10.8% | +0.8% | +10.0% | +10.7% |
| 30D | -19.8% | +5.2% | -25.0% | -21.0% |
| 3M | -18.7% | -17.0% | -1.7% | -16.1% |
| 6M | -33.7% | -22.7% | -11.1% | -30.5% |
| YTD | +121.0% | -56.3% | +177.3% | +176.4% |
| 1Y | +85.4% | -57.7% | +143.1% | +134.3% |
| 3Y | +1,709.5% | -16.5% | +1,726.1% | +1,285.3% |
| All | +1,709.5% | -18.1% | +1,727.6% | +1,285.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling