-22.1%
BA vs ZBRA
-47.4%
+25.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.1% | -10.9% | +11.9% | +4.6% |
| 30D | -7.9% | -16.6% | +8.7% | -2.7% |
| 3M | -25.3% | -11.6% | -13.7% | -22.7% |
| 6M | -24.6% | +40.2% | -64.7% | -34.3% |
| YTD | -20.1% | +32.6% | -52.8% | -29.8% |
| 1Y | -11.8% | +24.7% | -36.5% | -20.9% |
| 3Y | -10.1% | +56.3% | -66.4% | -29.9% |
| All | -22.1% | -47.4% | +25.3% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling