+135.8%
BP vs Z
-67.0%
+202.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.4% | +8.9% | +2.8% |
| 7D | +0.9% | -3.3% | +4.2% | +1.1% |
| 30D | +9.1% | -3.7% | +12.9% | +9.2% |
| 3M | +3.9% | -7.0% | +10.9% | +4.1% |
| 6M | +13.6% | -29.5% | +43.1% | +15.8% |
| YTD | +34.0% | -52.6% | +86.6% | +40.5% |
| 1Y | +39.2% | -64.0% | +103.2% | +49.2% |
| 3Y | +36.4% | -36.4% | +72.9% | +37.3% |
| 5Y | +135.8% | -65.8% | +201.5% | +139.3% |
| All | +135.8% | -67.0% | +202.8% | +139.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling