+285.7%
BN vs Z
+6.9%
+278.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.4% |
| 7D | +5.3% | -4.6% | +9.9% | +6.4% |
| 30D | +11.9% | +8.3% | +3.6% | +9.6% |
| 3M | -5.7% | -11.6% | +5.9% | -3.8% |
| 6M | -10.6% | -33.6% | +23.0% | -3.5% |
| YTD | -9.4% | -56.7% | +47.3% | +6.4% |
| 1Y | -8.8% | -59.1% | +50.3% | +8.2% |
| 3Y | +95.6% | -20.4% | +116.0% | +97.2% |
| 5Y | +30.2% | -55.3% | +85.4% | +39.8% |
| 10Y | +277.0% | -14.2% | +291.2% | +216.2% |
| All | +285.7% | +6.9% | +278.9% | +202.3% |
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