+661.1%
BX vs ZBRA
+435.2%
+225.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.6% | +1.6% |
| 7D | -5.6% | -3.4% | -2.2% | -4.0% |
| 30D | -12.2% | -7.4% | -4.8% | -9.0% |
| 3M | +7.4% | +57.5% | -50.1% | -16.6% |
| 6M | +22.2% | +64.0% | -41.8% | -8.0% |
| YTD | -14.0% | +44.3% | -58.3% | -31.4% |
| 1Y | -27.3% | +10.9% | -38.2% | -34.3% |
| 3Y | +24.5% | +37.5% | -13.0% | -2.4% |
| 5Y | +18.9% | -39.7% | +58.5% | +34.1% |
| All | +661.1% | +435.2% | +225.8% | +282.4% |
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 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