+1.3%
BBY vs ZBRA
-40.4%
+41.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.2% | +2.4% |
| 7D | +0.6% | -3.4% | +4.0% | +1.8% |
| 30D | +9.4% | -7.4% | +16.8% | +12.2% |
| 3M | +19.3% | +57.5% | -38.2% | -0.6% |
| 6M | +47.9% | +64.0% | -16.1% | +19.4% |
| YTD | +39.6% | +44.3% | -4.7% | +17.4% |
| 1Y | +22.2% | +10.9% | +11.3% | +13.7% |
| 3Y | +45.0% | +37.5% | +7.5% | +18.6% |
| All | +1.3% | -40.4% | +41.7% | +7.1% |
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