+275.1%
BN vs Z
+25.1%
+250.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.2% |
| 7D | -2.5% | -3.0% | +0.5% | -1.8% |
| 30D | -9.5% | -4.2% | -5.3% | -8.9% |
| 3M | -10.4% | -3.7% | -6.7% | -10.1% |
| 6M | -6.4% | -24.5% | +18.2% | -1.4% |
| YTD | -11.9% | -49.3% | +37.4% | +0.5% |
| 1Y | -8.6% | -58.7% | +50.1% | +8.4% |
| 3Y | +77.6% | -34.1% | +111.7% | +86.0% |
| 5Y | +37.0% | -64.5% | +101.6% | +50.8% |
| 10Y | +266.4% | -0.5% | +266.9% | +198.7% |
| All | +275.1% | +25.1% | +250.0% | +185.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling