-97.3%
BZFD vs SPY
+82.0%
-179.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.0% |
| 7D | -12.1% | +0.1% | -12.2% | -12.1% |
| 30D | -1.8% | +0.1% | -1.9% | -1.8% |
| 3M | -27.3% | +2.0% | -29.3% | -29.3% |
| 6M | +34.2% | +13.0% | +21.2% | +13.7% |
| YTD | +17.2% | +13.5% | +3.7% | -1.3% |
| 1Y | -41.1% | +20.0% | -61.0% | -53.7% |
| 3Y | -30.5% | +77.2% | -107.7% | -64.8% |
| All | -97.3% | +82.0% | -179.3% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling