+28.1%
BA vs ZBRA
+410.7%
-382.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -1.2% |
| 7D | -1.7% | -9.5% | +7.8% | +2.0% |
| 30D | -9.5% | -15.6% | +6.2% | -3.5% |
| 3M | -26.5% | -13.2% | -13.2% | -22.7% |
| 6M | -27.4% | +44.5% | -71.9% | -39.6% |
| YTD | -20.6% | +34.5% | -55.2% | -32.8% |
| 1Y | -11.4% | +25.9% | -37.3% | -23.1% |
| 3Y | -10.8% | +61.3% | -72.2% | -34.7% |
| 5Y | -21.9% | -45.2% | +23.2% | -10.2% |
| 10Y | +28.1% | +386.5% | -358.4% | -24.5% |
| All | +28.1% | +410.7% | -382.6% | -24.5% |
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