+392.9%
BAC vs ZBRA
+435.2%
-42.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.4% |
| 7D | 0.0% | -3.4% | +3.4% | +1.2% |
| 30D | -2.8% | -7.4% | +4.6% | -0.3% |
| 3M | +14.2% | +57.5% | -43.3% | -4.7% |
| 6M | +30.5% | +64.0% | -33.4% | +6.2% |
| YTD | +15.8% | +44.3% | -28.5% | -1.9% |
| 1Y | +26.2% | +10.9% | +15.3% | +16.8% |
| 3Y | +136.5% | +37.5% | +99.0% | +93.8% |
| 5Y | +75.9% | -39.7% | +115.6% | +89.9% |
| All | +392.9% | +435.2% | -42.3% | +146.6% |
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