+34.1%
BP vs Z
-33.7%
+67.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +0.6% |
| 7D | +3.9% | -3.0% | +6.9% | +4.0% |
| 30D | +7.6% | -4.2% | +11.8% | +7.7% |
| 3M | +0.7% | -3.7% | +4.4% | +0.8% |
| 6M | +15.5% | -24.5% | +40.0% | +16.5% |
| YTD | +30.8% | -49.3% | +80.1% | +34.8% |
| 1Y | +34.3% | -58.7% | +93.0% | +40.3% |
| All | +34.1% | -33.7% | +67.8% | +40.0% |
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