+87.5%
BHP vs Z
-37.5%
+124.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.4% | +8.2% | +2.6% |
| 7D | +1.3% | -3.3% | +4.5% | +1.6% |
| 30D | +4.0% | -3.7% | +7.7% | +4.3% |
| 3M | +12.3% | -7.0% | +19.3% | +12.9% |
| 6M | +30.8% | -29.5% | +60.3% | +36.4% |
| YTD | +58.8% | -52.6% | +111.3% | +74.7% |
| 1Y | +76.8% | -64.0% | +140.8% | +103.6% |
| 3Y | +87.5% | -36.4% | +123.9% | +95.4% |
| All | +87.5% | -37.5% | +124.9% | +95.4% |
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