-40.3%
ZBRA vs BAH
-3.7%
-36.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -1.8% | -1.3% | -0.5% | -1.5% |
| 30D | -8.8% | -6.6% | -2.2% | -7.5% |
| 3M | +47.2% | -7.2% | +54.4% | +49.1% |
| 6M | +61.3% | -10.0% | +71.3% | +63.9% |
| YTD | +42.0% | -12.5% | +54.5% | +44.3% |
| 1Y | +10.5% | -27.9% | +38.4% | +17.1% |
| 3Y | +34.5% | -31.4% | +65.9% | +37.1% |
| 5Y | -40.3% | -3.2% | -37.1% | -47.1% |
| All | -40.3% | -3.7% | -36.6% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling