+142.2%
BP vs ZBRA
+382.3%
-240.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.5% |
| 7D | +3.8% | +0.6% | +3.2% | +3.7% |
| 30D | -5.3% | -14.0% | +8.7% | -2.8% |
| 3M | +9.3% | -14.7% | +23.9% | +12.1% |
| 6M | +7.2% | +31.3% | -24.1% | -0.4% |
| YTD | +38.0% | +33.4% | +4.6% | +26.3% |
| 1Y | +33.2% | +34.1% | -0.9% | +21.6% |
| 3Y | +50.3% | +59.9% | -9.6% | +25.4% |
| 5Y | +114.1% | -45.3% | +159.3% | +127.7% |
| All | +142.2% | +382.3% | -240.1% | +60.8% |
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 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