+296.6%
BN vs Z
-19.3%
+315.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.5% |
| 7D | -0.3% | -4.9% | +4.6% | +0.8% |
| 30D | +13.6% | +3.0% | +10.6% | +12.5% |
| 3M | -6.7% | -13.4% | +6.8% | -4.3% |
| 6M | -9.0% | -27.3% | +18.4% | -3.5% |
| YTD | -8.8% | -57.8% | +49.0% | +8.0% |
| 1Y | -10.6% | -60.0% | +49.4% | +6.9% |
| 3Y | +98.8% | -21.5% | +120.3% | +101.1% |
| 5Y | +33.6% | -55.0% | +88.6% | +43.5% |
| All | +296.6% | -19.3% | +315.9% | +239.5% |
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