+91.7%
BKNG vs ZBRA
-41.5%
+133.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -10.7% | -3.8% | -6.9% | -9.6% |
| 30D | -18.1% | -10.2% | -7.9% | -15.5% |
| 3M | +8.5% | +58.7% | -50.2% | -6.9% |
| 6M | -0.1% | +61.9% | -62.0% | -15.3% |
| YTD | -18.2% | +41.7% | -59.9% | -28.3% |
| 1Y | -19.9% | +12.4% | -32.2% | -25.0% |
| 3Y | +41.6% | +34.2% | +7.4% | +19.9% |
| All | +91.7% | -41.5% | +133.1% | +115.2% |
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 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