+12,674.7%
BLK vs ZBRA
+1,598.8%
+11,075.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -5.2% | -3.8% | -1.4% | -4.0% |
| 30D | -7.0% | -10.2% | +3.1% | -3.9% |
| 3M | +5.7% | +58.7% | -53.0% | -10.7% |
| 6M | +11.0% | +61.9% | -50.9% | -7.4% |
| YTD | +0.9% | +41.7% | -40.8% | -12.6% |
| 1Y | -1.6% | +12.4% | -14.0% | -8.7% |
| 3Y | +64.5% | +34.2% | +30.3% | +39.7% |
| 5Y | +30.9% | -40.8% | +71.6% | +40.1% |
| 10Y | +275.1% | +420.3% | -145.2% | +97.2% |
| All | +12,674.7% | +1,598.8% | +11,075.9% | +4,208.2% |
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