+30.4%
BIL vs ZBRA
+760.6%
-730.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | +0.1% | -1.8% | +1.9% | +0.1% |
| 30D | +0.3% | -8.8% | +9.1% | +0.3% |
| 3M | +0.9% | +47.2% | -46.3% | +0.9% |
| 6M | +1.8% | +61.3% | -59.5% | +1.8% |
| YTD | +2.5% | +42.0% | -39.6% | +2.5% |
| 1Y | +3.7% | +10.5% | -6.8% | +3.7% |
| 3Y | +14.1% | +34.5% | -20.4% | +14.1% |
| 5Y | +19.4% | -40.3% | +59.7% | +19.4% |
| 10Y | +25.2% | +421.5% | -396.3% | +25.6% |
| All | +30.4% | +760.6% | -730.2% | +31.3% |
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