-33.1%
BAX vs ZBRA
+382.3%
-415.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.7% | -0.1% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +4.1% | -14.0% | +18.1% | +7.3% |
| 3M | -4.5% | -14.7% | +10.1% | -1.5% |
| 6M | +49.2% | +31.3% | +17.9% | +38.3% |
| YTD | +35.2% | +33.4% | +1.8% | +23.5% |
| 1Y | +38.3% | +34.1% | +4.2% | +26.1% |
| 3Y | -19.0% | +59.9% | -79.0% | -31.0% |
| 5Y | -64.2% | -45.3% | -18.9% | -62.5% |
| All | -33.1% | +382.3% | -415.4% | -57.0% |
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