-0.9%
Z vs BB
-0.4%
-0.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -3.0% | -5.6% | +2.6% | -1.7% |
| 30D | -4.2% | -11.8% | +7.6% | -1.6% |
| 3M | -3.7% | -25.5% | +21.8% | +1.0% |
| 6M | -24.5% | +121.3% | -145.8% | -40.6% |
| YTD | -49.3% | +103.2% | -152.5% | -59.2% |
| 1Y | -58.7% | +102.6% | -161.3% | -67.1% |
| 3Y | -34.1% | +37.5% | -71.6% | -46.3% |
| 5Y | -64.5% | -30.4% | -34.1% | -67.6% |
| All | -0.9% | -0.4% | -0.5% | -39.9% |
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