+439.0%
BX vs Z
+4.8%
+434.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | +0.3% |
| 7D | +3.7% | -6.5% | +10.1% | +5.5% |
| 30D | +8.2% | -0.1% | +8.3% | +8.0% |
| 3M | -12.7% | -14.1% | +1.5% | -9.4% |
| 6M | +1.0% | -30.1% | +31.0% | +10.4% |
| YTD | -17.2% | -57.5% | +40.3% | +2.6% |
| 1Y | -11.6% | -60.3% | +48.7% | +11.5% |
| 3Y | +36.8% | -21.0% | +57.8% | +40.6% |
| 5Y | +4.8% | -54.9% | +59.7% | +17.5% |
| 10Y | +672.8% | -16.0% | +688.8% | +565.8% |
| All | +439.0% | +4.8% | +434.2% | +323.6% |
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