+30.8%
BX vs Z
-37.5%
+68.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.4% | +4.8% | +0.8% |
| 7D | -2.0% | -3.3% | +1.3% | -0.9% |
| 30D | -2.3% | -3.7% | +1.4% | -1.2% |
| 3M | +18.5% | -7.0% | +25.5% | +20.7% |
| 6M | +23.7% | -29.5% | +53.2% | +39.0% |
| YTD | -10.4% | -52.6% | +42.2% | +15.3% |
| 1Y | -19.6% | -64.0% | +44.4% | +14.2% |
| 3Y | +30.8% | -36.4% | +67.2% | +46.2% |
| All | +30.8% | -37.5% | +68.3% | +46.2% |
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