+1,282.7%
BAC vs ZBRA
+8,231.4%
-6,948.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.5% |
| 7D | +3.2% | +0.6% | +2.6% | +3.0% |
| 30D | -0.7% | -14.0% | +13.3% | +3.4% |
| 3M | -20.0% | -14.7% | -5.3% | -16.7% |
| 6M | +3.4% | +31.3% | -27.9% | -6.4% |
| YTD | -5.7% | +33.4% | -39.2% | -15.8% |
| 1Y | -1.4% | +34.1% | -35.6% | -12.1% |
| 3Y | +97.9% | +59.9% | +38.0% | +63.4% |
| 5Y | +22.9% | -45.3% | +68.2% | +32.4% |
| 10Y | +235.3% | +384.4% | -149.1% | +93.3% |
| All | +1,282.7% | +8,231.4% | -6,948.7% | +353.7% |
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