+78.2%
BA vs ZBRA
+418.8%
-340.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.4% |
| 7D | +2.5% | +2.6% | -0.1% | +1.4% |
| 30D | -10.1% | -6.4% | -3.7% | -7.8% |
| 3M | -2.4% | +51.3% | -53.7% | -19.1% |
| 6M | -8.8% | +60.5% | -69.3% | -27.1% |
| YTD | -2.9% | +45.2% | -48.1% | -19.9% |
| 1Y | -8.8% | +12.3% | -21.1% | -16.9% |
| 3Y | -0.3% | +37.5% | -37.8% | -21.3% |
| 5Y | -0.3% | -39.2% | +38.9% | +9.8% |
| All | +78.2% | +418.8% | -340.6% | -8.2% |
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