+131.2%
BP vs Z
+25.1%
+106.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +0.7% |
| 7D | +3.9% | -3.0% | +6.9% | +4.2% |
| 30D | +7.6% | -4.2% | +11.8% | +7.9% |
| 3M | +0.7% | -3.7% | +4.4% | +0.6% |
| 6M | +15.5% | -24.5% | +40.0% | +18.1% |
| YTD | +30.8% | -49.3% | +80.1% | +39.5% |
| 1Y | +34.3% | -58.7% | +93.0% | +46.2% |
| 3Y | +35.1% | -34.1% | +69.2% | +35.7% |
| 5Y | +126.8% | -64.5% | +191.4% | +137.3% |
| 10Y | +123.4% | -0.5% | +123.8% | +68.4% |
| All | +131.2% | +25.1% | +106.1% | +65.2% |
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