+270.9%
ZBH vs ZBRA
+1,704.3%
-1,433.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.9% |
| 7D | -4.9% | -1.8% | -3.1% | -4.5% |
| 30D | -3.2% | -8.8% | +5.6% | -1.2% |
| 3M | +5.8% | +47.2% | -41.4% | -4.9% |
| 6M | +2.0% | +61.3% | -59.3% | -10.7% |
| YTD | +5.8% | +42.0% | -36.2% | -5.1% |
| 1Y | -7.9% | +10.5% | -18.4% | -12.7% |
| 3Y | -19.4% | +34.5% | -53.9% | -29.7% |
| 5Y | -29.5% | -40.3% | +10.8% | -27.1% |
| 10Y | -15.5% | +421.5% | -437.1% | -51.4% |
| All | +270.9% | +1,704.3% | -1,433.5% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling