+37.5%
ZBRA vs BG
+18.0%
+19.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.6% | +2.2% |
| 7D | -3.4% | +3.1% | -6.5% | -4.0% |
| 30D | -7.4% | +10.2% | -17.6% | -9.2% |
| 3M | +57.5% | -1.7% | +59.2% | +57.7% |
| 6M | +64.0% | +1.0% | +63.0% | +62.6% |
| YTD | +44.3% | +39.9% | +4.4% | +30.9% |
| 1Y | +10.9% | +53.2% | -42.3% | -2.2% |
| 3Y | +37.5% | +16.3% | +21.3% | +29.6% |
| All | +37.5% | +18.0% | +19.5% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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