+126.6%
BHP vs Z
-65.8%
+192.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +0.9% | -7.1% | +7.9% | +1.7% |
| 30D | +4.0% | -4.8% | +8.8% | +4.5% |
| 3M | +11.3% | -9.3% | +20.6% | +12.1% |
| 6M | +29.3% | -29.0% | +58.3% | +34.2% |
| YTD | +59.2% | -52.9% | +112.1% | +73.3% |
| 1Y | +80.8% | -63.1% | +144.0% | +103.1% |
| 3Y | +88.0% | -36.9% | +124.9% | +91.8% |
| 5Y | +126.6% | -65.5% | +192.1% | +120.7% |
| All | +126.6% | -65.8% | +192.4% | +120.7% |
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 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