+214.5%
BAC vs ZBRA
+373.1%
-158.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.7% |
| 7D | +1.5% | -1.2% | +2.7% | +1.9% |
| 30D | -6.4% | -17.8% | +11.4% | -0.2% |
| 3M | -21.7% | -16.0% | -5.7% | -17.3% |
| 6M | +0.5% | +31.4% | -31.0% | -11.4% |
| YTD | -6.7% | +30.9% | -37.6% | -18.6% |
| 1Y | -4.7% | +24.3% | -29.0% | -15.3% |
| 3Y | +96.1% | +54.2% | +41.9% | +53.3% |
| 5Y | +21.7% | -46.3% | +68.0% | +36.8% |
| All | +214.5% | +373.1% | -158.6% | +73.9% |
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