+26.1%
BP vs Z
-59.8%
+85.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | -0.7% |
| 7D | -11.6% | -4.6% | -7.1% | -11.9% |
| 30D | 0.0% | +8.3% | -8.3% | +1.6% |
| 3M | +6.7% | -11.6% | +18.3% | +5.5% |
| 6M | +2.2% | -33.6% | +35.8% | -1.7% |
| YTD | +33.0% | -56.7% | +89.7% | +23.7% |
| All | +26.1% | -59.8% | +85.9% | +17.8% |
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