+30.7%
BP vs Z
-61.0%
+91.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +0.9% |
| 7D | +2.5% | -4.9% | +7.4% | +1.9% |
| 30D | -5.6% | +3.0% | -8.6% | -4.7% |
| 3M | +8.0% | -13.4% | +21.5% | +6.5% |
| 6M | +5.7% | -27.3% | +33.0% | +2.7% |
| YTD | +36.8% | -57.8% | +94.6% | +26.2% |
| 1Y | +30.7% | -60.0% | +90.7% | +20.7% |
| All | +30.7% | -61.0% | +91.7% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling