+50.3%
BP vs ZBRA
+58.5%
-8.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.8% |
| 7D | +3.8% | +0.6% | +3.2% | +3.8% |
| 30D | -5.3% | -14.0% | +8.7% | -4.8% |
| 3M | +9.3% | -14.7% | +23.9% | +9.8% |
| 6M | +7.2% | +31.3% | -24.1% | +4.7% |
| YTD | +38.0% | +33.4% | +4.6% | +33.8% |
| 1Y | +33.2% | +34.1% | -0.9% | +28.9% |
| 3Y | +50.3% | +59.9% | -9.6% | +31.3% |
| All | +50.3% | +58.5% | -8.2% | +31.3% |
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