+73.1%
BAC vs ZBRA
-40.4%
+113.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.1% |
| 7D | +0.6% | -1.8% | +2.4% | +1.1% |
| 30D | -1.4% | -8.8% | +7.4% | +1.1% |
| 3M | +15.7% | +47.2% | -31.5% | +1.6% |
| 6M | +32.2% | +61.3% | -29.1% | +11.9% |
| YTD | +15.8% | +42.0% | -26.2% | +1.4% |
| 1Y | +27.3% | +10.5% | +16.8% | +20.0% |
| 3Y | +137.5% | +34.5% | +102.9% | +103.0% |
| 5Y | +73.1% | -40.3% | +113.3% | +77.8% |
| All | +73.1% | -40.4% | +113.4% | +77.8% |
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