+668.7%
BX vs Z
-5.7%
+674.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.5% |
| 7D | -5.7% | -7.1% | +1.4% | -3.7% |
| 30D | -8.9% | -4.8% | -4.1% | -7.8% |
| 3M | +8.4% | -9.3% | +17.7% | +10.8% |
| 6M | +18.9% | -29.0% | +47.9% | +29.8% |
| YTD | -13.6% | -52.9% | +39.3% | +4.9% |
| 1Y | -22.4% | -63.1% | +40.7% | +0.4% |
| 3Y | +26.0% | -36.9% | +62.9% | +37.3% |
| 5Y | +18.8% | -65.5% | +84.3% | +37.5% |
| 10Y | +668.7% | -3.9% | +672.6% | +571.1% |
| All | +668.7% | -5.7% | +674.4% | +571.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling