+33.5%
BN vs ZBRA
-40.9%
+74.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -5.9% | -3.8% | -2.1% | -4.4% |
| 30D | -15.1% | -10.2% | -4.9% | -11.4% |
| 3M | -14.6% | +58.7% | -73.3% | -31.2% |
| 6M | -8.4% | +61.9% | -70.3% | -27.6% |
| YTD | -16.8% | +41.7% | -58.5% | -30.5% |
| 1Y | -14.4% | +12.4% | -26.7% | -21.5% |
| 3Y | +70.1% | +34.2% | +35.9% | +38.4% |
| 5Y | +33.5% | -40.8% | +74.3% | +48.4% |
| All | +33.5% | -40.9% | +74.4% | +48.4% |
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