-98.7%
BZFD vs SPY
+114.1%
-212.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +29.4% | -0.4% | +29.7% | +29.9% |
| 7D | +1.4% | +2.6% | -1.2% | -2.2% |
| 30D | -49.1% | -2.0% | -47.1% | -45.6% |
| 3M | -54.0% | -2.8% | -51.3% | -50.2% |
| 6M | -60.0% | +2.1% | -62.1% | -59.4% |
| YTD | -43.7% | +11.5% | -55.1% | -49.0% |
| 1Y | -46.5% | +13.5% | -59.9% | -52.5% |
| 3Y | -58.3% | +77.7% | -136.0% | -77.2% |
| 5Y | -98.7% | +72.6% | -171.3% | -99.3% |
| All | -98.7% | +114.1% | -212.7% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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