+423.9%
ZBRA vs BB
+1.6%
+422.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.5% |
| 7D | -3.4% | -0.4% | -3.0% | -3.4% |
| 30D | -7.4% | -12.5% | +5.1% | -5.0% |
| 3M | +57.5% | -17.4% | +75.0% | +61.4% |
| 6M | +64.0% | +119.1% | -55.2% | +35.2% |
| YTD | +44.3% | +102.4% | -58.1% | +21.1% |
| 1Y | +10.9% | +98.2% | -87.3% | -7.2% |
| 3Y | +37.5% | +46.9% | -9.4% | +16.4% |
| 5Y | -39.7% | -26.4% | -13.3% | -44.6% |
| All | +423.9% | +1.6% | +422.3% | +238.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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