+38.3%
BN vs Z
-64.8%
+103.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.3% |
| 7D | -2.5% | -3.0% | +0.5% | -1.7% |
| 30D | -9.5% | -4.2% | -5.3% | -8.7% |
| 3M | -10.4% | -3.7% | -6.7% | -10.1% |
| 6M | -6.4% | -24.5% | +18.2% | -0.2% |
| YTD | -11.9% | -49.3% | +37.4% | +3.8% |
| 1Y | -8.6% | -58.7% | +50.1% | +13.1% |
| 3Y | +77.6% | -34.1% | +111.7% | +87.1% |
| All | +38.3% | -64.8% | +103.1% | +38.7% |
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