+275.1%
BLK vs ZBRA
+435.2%
-160.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.0% |
| 7D | -3.3% | -3.4% | +0.1% | -2.1% |
| 30D | -6.5% | -7.4% | +0.9% | -4.0% |
| 3M | +6.7% | +57.5% | -50.8% | -11.7% |
| 6M | +14.7% | +64.0% | -49.2% | -7.4% |
| YTD | +2.5% | +44.3% | -41.8% | -13.7% |
| 1Y | -2.8% | +10.9% | -13.6% | -10.2% |
| 3Y | +65.9% | +37.5% | +28.3% | +34.8% |
| 5Y | +33.0% | -39.7% | +72.6% | +43.2% |
| All | +275.1% | +435.2% | -160.2% | +105.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling