+75.8%
BND vs ZBRA
+770.6%
-694.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.2% |
| 7D | -0.1% | -1.8% | +1.6% | -0.1% |
| 30D | -0.2% | -8.8% | +8.6% | -0.2% |
| 3M | -0.7% | +47.2% | -47.9% | -0.7% |
| 6M | -1.7% | +61.3% | -63.0% | -1.7% |
| YTD | -0.5% | +42.0% | -42.5% | -0.6% |
| 1Y | +0.4% | +10.5% | -10.1% | +0.3% |
| 3Y | +13.1% | +34.5% | -21.4% | +13.1% |
| 5Y | -2.1% | -40.3% | +38.2% | -2.7% |
| 10Y | +15.7% | +421.5% | -405.8% | +19.3% |
| All | +75.8% | +770.6% | -694.7% | +83.6% |
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