+580.3%
BAX vs ZBRA
+9,227.6%
-8,647.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +0.8% |
| 7D | -1.1% | +1.8% | -2.9% | -1.4% |
| 30D | -5.5% | -1.7% | -3.8% | -5.3% |
| 3M | +33.5% | +47.8% | -14.2% | +25.7% |
| 6M | +35.9% | +56.7% | -20.9% | +26.7% |
| YTD | +35.4% | +49.4% | -14.0% | +26.4% |
| 1Y | +9.8% | +16.5% | -6.8% | +5.9% |
| 3Y | -32.7% | +31.5% | -64.2% | -37.0% |
| 5Y | -65.6% | -38.6% | -27.0% | -65.1% |
| 10Y | -34.9% | +421.0% | -455.9% | -50.3% |
| All | +580.3% | +9,227.6% | -8,647.3% | +242.2% |
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