+111.8%
BHP vs ZBRA
-40.4%
+152.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.1% | -0.6% |
| 7D | -3.6% | -3.4% | -0.2% | -2.9% |
| 30D | -1.2% | -7.4% | +6.2% | +0.4% |
| 3M | +1.2% | +57.5% | -56.3% | -9.5% |
| 6M | +21.4% | +64.0% | -42.6% | +7.2% |
| YTD | +50.4% | +44.3% | +6.1% | +35.7% |
| 1Y | +67.5% | +10.9% | +56.6% | +60.0% |
| 3Y | +72.8% | +37.5% | +35.3% | +50.8% |
| All | +111.8% | -40.4% | +152.2% | +104.1% |
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