+36.8%
BX vs Z
-20.5%
+57.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | +0.8% |
| 7D | +3.7% | -6.5% | +10.1% | +6.1% |
| 30D | +8.2% | -0.1% | +8.3% | +7.9% |
| 3M | -12.7% | -14.1% | +1.5% | -8.4% |
| 6M | +1.0% | -30.1% | +31.0% | +13.5% |
| YTD | -17.2% | -57.5% | +40.3% | +10.0% |
| 1Y | -11.6% | -60.3% | +48.7% | +20.1% |
| 3Y | +36.8% | -21.0% | +57.8% | +47.2% |
| All | +36.8% | -20.5% | +57.2% | +47.2% |
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 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