+9.2%
Z vs BB
+8.7%
+0.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.5% | -6.2% | -9.6% |
| 7D | -2.3% | -8.9% | +6.7% | -0.1% |
| 30D | +9.4% | -12.6% | +22.0% | +12.2% |
| 3M | -16.1% | -4.1% | -12.0% | -16.4% |
| 6M | -30.4% | +49.5% | -79.9% | -39.9% |
| YTD | -55.6% | +120.8% | -176.4% | -65.6% |
| 1Y | -58.5% | +76.2% | -134.7% | -66.1% |
| 3Y | -19.6% | +123.8% | -143.4% | -42.5% |
| 5Y | -54.1% | -24.3% | -29.9% | -58.9% |
| 10Y | -12.1% | +20.1% | -32.2% | -53.0% |
| All | +9.2% | +8.7% | +0.5% | -42.6% |
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