-16.1%
Z vs BB
+23.8%
-39.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.4% | -6.9% | -3.5% |
| 7D | -4.6% | +3.8% | -8.4% | -5.4% |
| 30D | +8.3% | -0.3% | +8.7% | +7.7% |
| 3M | -11.6% | -0.5% | -11.2% | -12.7% |
| 6M | -33.6% | +45.9% | -79.6% | -42.1% |
| YTD | -56.7% | +130.6% | -187.3% | -66.5% |
| 1Y | -59.1% | +89.2% | -148.3% | -67.0% |
| 3Y | -20.4% | +137.5% | -157.9% | -43.3% |
| 5Y | -55.3% | -20.9% | -34.4% | -60.5% |
| All | -16.1% | +23.8% | -39.9% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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