+135.7%
BP vs Z
-14.8%
+150.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.4% |
| 7D | -0.8% | -13.1% | +12.3% | +0.5% |
| 30D | -3.1% | +5.9% | -9.0% | -4.0% |
| 3M | +6.2% | -13.7% | +19.8% | +7.0% |
| 6M | +4.8% | -27.1% | +31.9% | +7.1% |
| YTD | +35.2% | -56.8% | +92.0% | +45.3% |
| 1Y | +27.4% | -60.2% | +87.6% | +38.1% |
| 3Y | +49.8% | -19.7% | +69.5% | +45.6% |
| 5Y | +109.4% | -53.7% | +163.1% | +110.4% |
| 10Y | +135.7% | -16.9% | +152.6% | +85.5% |
| All | +135.7% | -14.8% | +150.5% | +85.5% |
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