+22.2%
Z vs BB
+13.8%
+8.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.0% | +2.5% | +7.8% |
| 7D | +10.2% | -6.8% | +17.0% | +11.9% |
| 30D | +23.7% | -3.5% | +27.2% | +23.8% |
| 3M | -6.6% | -1.2% | -5.3% | -7.6% |
| 6M | -23.0% | +57.0% | -80.0% | -34.3% |
| YTD | -50.3% | +131.1% | -181.4% | -61.9% |
| 1Y | -53.6% | +87.6% | -141.2% | -62.7% |
| 3Y | -10.1% | +134.2% | -144.3% | -36.4% |
| 5Y | -49.8% | -19.9% | -29.8% | -55.6% |
| 10Y | -1.6% | +25.7% | -27.3% | -48.0% |
| All | +22.2% | +13.8% | +8.4% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling