+44.2%
BP vs Z
-21.1%
+65.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | -0.4% |
| 7D | -11.6% | -4.6% | -7.1% | -11.6% |
| 30D | 0.0% | +8.3% | -8.3% | 0.0% |
| 3M | +6.7% | -11.6% | +18.3% | +6.7% |
| 6M | +2.2% | -33.6% | +35.8% | +3.1% |
| YTD | +33.0% | -56.7% | +89.7% | +37.1% |
| 1Y | +30.7% | -59.1% | +89.8% | +35.3% |
| 3Y | +44.2% | -20.4% | +64.6% | +50.5% |
| All | +44.2% | -21.1% | +65.2% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling