-67.1%
BAX vs ZBRA
-40.4%
-26.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.5% |
| 7D | -5.1% | -1.8% | -3.3% | -4.7% |
| 30D | -12.2% | -8.8% | -3.4% | -10.6% |
| 3M | +21.8% | +47.2% | -25.4% | +11.5% |
| 6M | +36.3% | +61.3% | -25.0% | +21.9% |
| YTD | +27.8% | +42.0% | -14.2% | +16.2% |
| 1Y | -0.1% | +10.5% | -10.5% | -4.2% |
| 3Y | -33.3% | +34.5% | -67.8% | -40.7% |
| 5Y | -67.1% | -40.3% | -26.8% | -68.9% |
| All | -67.1% | -40.4% | -26.7% | -68.9% |
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