+428.7%
BX vs Z
+7.8%
+421.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +0.4% |
| 7D | +0.6% | +0.8% | -0.3% | +0.3% |
| 30D | +14.2% | +5.2% | +9.1% | +12.4% |
| 3M | -18.7% | -17.0% | -1.7% | -14.8% |
| 6M | +2.5% | -22.7% | +25.1% | +8.9% |
| YTD | -18.8% | -56.3% | +37.5% | -0.1% |
| 1Y | -10.3% | -57.7% | +47.3% | +11.0% |
| 3Y | +35.4% | -16.5% | +51.9% | +37.2% |
| 5Y | +0.3% | -53.4% | +53.7% | +11.4% |
| 10Y | +668.4% | -15.9% | +684.3% | +560.0% |
| All | +428.7% | +7.8% | +421.0% | +312.3% |
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