+135.0%
BP vs Z
+6.9%
+128.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | -0.1% |
| 7D | -11.6% | -4.6% | -7.1% | -11.4% |
| 30D | 0.0% | +8.3% | -8.3% | -1.1% |
| 3M | +6.7% | -11.6% | +18.3% | +7.4% |
| 6M | +2.2% | -33.6% | +35.8% | +5.6% |
| YTD | +33.0% | -56.7% | +89.7% | +43.3% |
| 1Y | +30.7% | -59.1% | +89.8% | +41.7% |
| 3Y | +44.2% | -20.4% | +64.6% | +40.3% |
| 5Y | +105.1% | -55.3% | +160.4% | +107.3% |
| 10Y | +133.5% | -14.2% | +147.7% | +77.9% |
| All | +135.0% | +6.9% | +128.2% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling