+142.2%
BP vs Z
-16.5%
+158.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.6% |
| 7D | +3.8% | +0.8% | +3.0% | +3.7% |
| 30D | -5.3% | +5.2% | -10.5% | -6.1% |
| 3M | +9.3% | -17.0% | +26.3% | +10.6% |
| 6M | +7.2% | -22.7% | +29.9% | +8.9% |
| YTD | +38.0% | -56.3% | +94.4% | +48.2% |
| 1Y | +33.2% | -57.7% | +90.9% | +43.4% |
| 3Y | +50.3% | -16.5% | +66.8% | +45.5% |
| 5Y | +114.1% | -53.4% | +167.5% | +115.0% |
| All | +142.2% | -16.5% | +158.6% | +90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling