-11.1%
BN vs Z
-63.3%
+52.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.4% | +3.9% | -1.2% |
| 7D | -1.2% | -3.3% | +2.1% | -0.5% |
| 30D | -10.9% | -3.7% | -7.2% | -10.3% |
| 3M | -11.1% | -7.0% | -4.1% | -10.0% |
| 6M | -4.4% | -29.5% | +25.1% | +1.9% |
| YTD | -14.1% | -52.6% | +38.4% | -2.2% |
| 1Y | -11.1% | -64.0% | +53.0% | +5.0% |
| All | -11.1% | -63.3% | +52.2% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling