+346.1%
BHP vs Z
-17.4%
+363.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.9% |
| 7D | +2.4% | -13.1% | +15.5% | +4.3% |
| 30D | -5.4% | +5.9% | -11.2% | -6.5% |
| 3M | -6.9% | -13.7% | +6.8% | -5.6% |
| 6M | -4.3% | -27.1% | +22.8% | -1.0% |
| YTD | +41.6% | -56.8% | +98.4% | +57.0% |
| 1Y | +53.3% | -60.2% | +113.5% | +71.8% |
| 3Y | +58.4% | -19.7% | +78.1% | +55.7% |
| 5Y | +121.3% | -53.7% | +175.0% | +126.3% |
| All | +346.1% | -17.4% | +363.5% | +261.8% |
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