+18.4%
BX vs ZBRA
-40.4%
+58.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.6% | +1.5% |
| 7D | -5.6% | -3.4% | -2.2% | -3.9% |
| 30D | -12.2% | -7.4% | -4.8% | -8.8% |
| 3M | +7.4% | +57.5% | -50.1% | -18.6% |
| 6M | +22.2% | +64.0% | -41.8% | -10.7% |
| YTD | -14.0% | +44.3% | -58.3% | -33.0% |
| 1Y | -27.3% | +10.9% | -38.2% | -34.7% |
| 3Y | +24.5% | +37.5% | -13.0% | -6.6% |
| All | +18.4% | -40.4% | +58.8% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling