+1,268.9%
BAC vs ZBRA
+8,072.8%
-6,803.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.5% |
| 7D | +1.5% | -1.2% | +2.7% | +1.8% |
| 30D | -6.4% | -17.8% | +11.4% | -1.3% |
| 3M | -21.7% | -16.0% | -5.7% | -18.1% |
| 6M | +0.5% | +31.4% | -31.0% | -9.1% |
| YTD | -6.7% | +30.9% | -37.6% | -16.2% |
| 1Y | -4.7% | +24.3% | -29.0% | -13.2% |
| 3Y | +96.1% | +54.2% | +41.9% | +63.5% |
| 5Y | +21.7% | -46.3% | +68.0% | +31.8% |
| 10Y | +232.0% | +375.2% | -143.2% | +92.4% |
| All | +1,268.9% | +8,072.8% | -6,803.9% | +351.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling