+94.8%
BN vs ZBRA
+58.5%
+36.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.6% | -2.3% |
| 7D | -1.0% | +0.6% | -1.6% | -1.2% |
| 30D | +14.0% | -14.0% | +28.0% | +20.2% |
| 3M | -9.0% | -14.7% | +5.6% | -3.9% |
| 6M | -8.8% | +31.3% | -40.1% | -20.6% |
| YTD | -10.3% | +33.4% | -43.7% | -23.1% |
| 1Y | -5.8% | +34.1% | -39.9% | -19.6% |
| 3Y | +94.8% | +59.9% | +34.9% | +32.8% |
| All | +94.8% | +58.5% | +36.3% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling