+45.0%
BBY vs ZBRA
+35.9%
+9.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.2% | +2.5% |
| 7D | +0.6% | -3.4% | +4.0% | +1.7% |
| 30D | +9.4% | -7.4% | +16.8% | +11.9% |
| 3M | +19.3% | +57.5% | -38.2% | +0.9% |
| 6M | +47.9% | +64.0% | -16.1% | +21.1% |
| YTD | +39.6% | +44.3% | -4.7% | +19.0% |
| 1Y | +22.2% | +10.9% | +11.3% | +15.6% |
| 3Y | +45.0% | +37.5% | +7.5% | +18.8% |
| All | +45.0% | +35.9% | +9.1% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling