-21.5%
ZBH vs ZBRA
+35.9%
-57.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.9% |
| 7D | -4.7% | -3.4% | -1.3% | -4.2% |
| 30D | -4.5% | -7.4% | +2.9% | -3.5% |
| 3M | +7.6% | +57.5% | -49.9% | -0.4% |
| 6M | +0.3% | +64.0% | -63.7% | -8.1% |
| YTD | +4.5% | +44.3% | -39.8% | -2.7% |
| 1Y | -9.4% | +10.9% | -20.3% | -12.3% |
| 3Y | -21.5% | +37.5% | -59.0% | -28.7% |
| All | -21.5% | +35.9% | -57.4% | -28.7% |
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