+258.5%
BN vs ZBRA
+435.2%
-176.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.3% |
| 7D | -5.2% | -3.4% | -1.8% | -3.9% |
| 30D | -14.5% | -7.4% | -7.1% | -12.0% |
| 3M | -15.0% | +57.5% | -72.5% | -30.3% |
| 6M | -5.4% | +64.0% | -69.4% | -24.3% |
| YTD | -16.4% | +44.3% | -60.7% | -29.8% |
| 1Y | -16.2% | +10.9% | -27.1% | -22.4% |
| 3Y | +67.5% | +37.5% | +30.0% | +38.0% |
| 5Y | +34.1% | -39.7% | +73.8% | +44.0% |
| All | +258.5% | +435.2% | -176.8% | +122.0% |
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 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