+33.0%
BLK vs ZBRA
-40.4%
+73.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.0% |
| 7D | -3.3% | -3.4% | +0.1% | -2.2% |
| 30D | -6.5% | -7.4% | +0.9% | -4.1% |
| 3M | +6.7% | +57.5% | -50.8% | -11.0% |
| 6M | +14.7% | +64.0% | -49.2% | -6.6% |
| YTD | +2.5% | +44.3% | -41.8% | -13.1% |
| 1Y | -2.8% | +10.9% | -13.6% | -9.5% |
| 3Y | +65.9% | +37.5% | +28.3% | +34.8% |
| All | +33.0% | -40.4% | +73.4% | +48.0% |
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