-60.3%
Z vs BB
+98.3%
-158.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -5.4% |
| 7D | -6.5% | +11.6% | -18.1% | -7.2% |
| 30D | -0.1% | +2.6% | -2.7% | -0.8% |
| 3M | -14.1% | +3.5% | -17.6% | -14.9% |
| 6M | -30.1% | +43.5% | -73.5% | -34.8% |
| YTD | -57.5% | +141.2% | -198.7% | -66.0% |
| 1Y | -60.3% | +97.4% | -157.7% | -68.0% |
| All | -60.3% | +98.3% | -158.6% | -68.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling