+31.3%
BIL vs ZBRA
+708.6%
-677.3%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | +0.1% | +0.6% | -0.5% | +0.1% |
| 30D | +0.3% | -14.0% | +14.4% | +0.3% |
| 3M | +1.0% | -14.7% | +15.6% | +0.9% |
| 6M | +1.9% | +31.3% | -29.4% | +1.9% |
| YTD | +3.2% | +33.4% | -30.3% | +3.2% |
| 1Y | +3.7% | +34.1% | -30.4% | +3.7% |
| 3Y | +13.8% | +59.9% | -46.1% | +13.9% |
| 5Y | +20.3% | -45.3% | +65.5% | +20.2% |
| 10Y | +26.2% | +384.4% | -358.3% | +26.6% |
| All | +31.3% | +708.6% | -677.3% | +32.2% |
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