-98.8%
BZFD vs SPY
+112.8%
-211.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.4% | -15.4% | -15.2% |
| 7D | -49.9% | -0.6% | -49.3% | -47.5% |
| 30D | -61.3% | -3.7% | -57.6% | -57.5% |
| 3M | -59.2% | -2.7% | -56.5% | -55.8% |
| 6M | -44.0% | +2.2% | -46.2% | -43.3% |
| YTD | -50.4% | +10.8% | -61.3% | -54.8% |
| 1Y | -56.1% | +11.2% | -67.3% | -59.9% |
| 3Y | -61.7% | +76.5% | -138.2% | -78.9% |
| 5Y | -98.8% | +72.9% | -171.8% | -99.4% |
| All | -98.8% | +112.8% | -211.6% | -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