+579.8%
BAX vs ZBRA
+8,231.4%
-7,651.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.7% | 0.0% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +4.1% | -14.0% | +18.1% | +6.1% |
| 3M | -4.5% | -14.7% | +10.1% | -2.6% |
| 6M | +49.2% | +31.3% | +17.9% | +42.5% |
| YTD | +35.2% | +33.4% | +1.8% | +28.1% |
| 1Y | +38.3% | +34.1% | +4.2% | +30.9% |
| 3Y | -19.0% | +59.9% | -79.0% | -26.1% |
| 5Y | -64.2% | -45.3% | -18.9% | -63.2% |
| 10Y | -35.7% | +384.4% | -420.2% | -50.4% |
| All | +579.8% | +8,231.4% | -7,651.6% | +246.8% |
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 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