+23.4%
BA vs ZBRA
+373.1%
-349.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.6% |
| 7D | -0.6% | -1.2% | +0.6% | -0.1% |
| 30D | -8.0% | -17.8% | +9.8% | -1.0% |
| 3M | -25.8% | -16.0% | -9.8% | -21.0% |
| 6M | -27.6% | +31.4% | -59.0% | -37.1% |
| YTD | -21.0% | +30.9% | -51.9% | -32.4% |
| 1Y | -12.3% | +24.3% | -36.6% | -23.4% |
| 3Y | -12.8% | +54.2% | -66.9% | -34.9% |
| 5Y | -22.4% | -46.3% | +23.9% | -10.0% |
| All | +23.4% | +373.1% | -349.7% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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