+26.3%
BP vs Z
-60.5%
+86.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | -0.7% |
| 7D | -6.3% | -6.5% | +0.1% | -6.8% |
| 30D | -3.6% | -0.1% | -3.5% | -3.1% |
| 3M | +5.2% | -14.1% | +19.4% | +3.6% |
| 6M | +5.3% | -30.1% | +35.4% | +2.0% |
| YTD | +33.1% | -57.5% | +90.6% | +23.6% |
| 1Y | +26.3% | -60.3% | +86.6% | +17.7% |
| All | +26.3% | -60.5% | +86.8% | +17.7% |
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