+134.1%
BP vs ZBRA
+435.2%
-301.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.3% |
| 7D | +5.2% | -3.4% | +8.6% | +5.9% |
| 30D | +8.7% | -7.4% | +16.1% | +10.2% |
| 3M | +9.3% | +57.5% | -48.2% | -1.7% |
| 6M | +13.6% | +64.0% | -50.4% | +0.5% |
| YTD | +37.7% | +44.3% | -6.6% | +24.4% |
| 1Y | +40.6% | +10.9% | +29.8% | +34.4% |
| 3Y | +40.3% | +37.5% | +2.8% | +22.3% |
| 5Y | +141.4% | -39.7% | +181.1% | +151.6% |
| All | +134.1% | +435.2% | -301.1% | +45.8% |
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