+414.4%
ZBRA vs BAH
+207.1%
+207.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.1% | -1.9% |
| 7D | -3.8% | +2.4% | -6.2% | -4.6% |
| 30D | -10.2% | -2.9% | -7.2% | -9.5% |
| 3M | +58.7% | -1.3% | +60.0% | +58.3% |
| 6M | +61.9% | -0.9% | +62.8% | +60.3% |
| YTD | +41.7% | -8.2% | +49.9% | +42.5% |
| 1Y | +12.4% | -24.0% | +36.3% | +20.5% |
| 3Y | +34.2% | -28.1% | +62.3% | +37.5% |
| 5Y | -40.8% | +2.5% | -43.3% | -50.1% |
| All | +414.4% | +207.1% | +207.3% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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