+465.4%
BE vs Z
-55.0%
+520.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.8% | +8.1% | +10.3% |
| 7D | -1.2% | -5.2% | +4.0% | +0.9% |
| 30D | -30.9% | +5.7% | -36.6% | -33.5% |
| 3M | -11.6% | -8.7% | -2.9% | -11.1% |
| 6M | -25.7% | -26.0% | +0.2% | -19.3% |
| YTD | +123.1% | -55.0% | +178.2% | +203.2% |
| 1Y | +43.4% | -58.0% | +101.4% | +101.8% |
| 3Y | +1,683.6% | -15.2% | +1,698.8% | +1,338.9% |
| 5Y | +465.4% | -53.8% | +519.2% | +491.6% |
| All | +465.4% | -55.0% | +520.4% | +491.6% |
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