+95.6%
BN vs Z
-21.1%
+116.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.2% |
| 7D | +5.3% | -4.6% | +9.9% | +6.6% |
| 30D | +11.9% | +8.3% | +3.6% | +9.0% |
| 3M | -5.7% | -11.6% | +5.9% | -3.3% |
| 6M | -10.6% | -33.6% | +23.0% | -1.2% |
| YTD | -9.4% | -56.7% | +47.3% | +12.0% |
| 1Y | -8.8% | -59.1% | +50.3% | +14.4% |
| 3Y | +95.6% | -20.4% | +116.0% | +89.8% |
| All | +95.6% | -21.1% | +116.7% | +89.8% |
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 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