+95.9%
BAC vs ZBRA
+55.5%
+40.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.4% |
| 7D | +1.5% | -1.2% | +2.7% | +1.8% |
| 30D | -6.4% | -17.8% | +11.4% | -1.9% |
| 3M | -21.7% | -16.0% | -5.7% | -18.5% |
| 6M | +0.5% | +31.4% | -31.0% | -9.0% |
| YTD | -6.7% | +30.9% | -37.6% | -16.3% |
| 1Y | -4.7% | +24.3% | -29.0% | -13.1% |
| All | +95.9% | +55.5% | +40.4% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling