+1,655.2%
ZBRA vs BG
+1,192.5%
+462.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -3.8% | +3.7% | -7.5% | -4.9% |
| 30D | -10.2% | +12.3% | -22.5% | -13.4% |
| 3M | +58.7% | -2.2% | +60.9% | +58.5% |
| 6M | +61.9% | +5.3% | +56.6% | +57.7% |
| YTD | +41.7% | +42.4% | -0.7% | +25.7% |
| 1Y | +12.4% | +55.2% | -42.8% | -3.3% |
| 3Y | +34.2% | +21.0% | +13.2% | +22.4% |
| 5Y | -40.8% | +87.1% | -127.9% | -53.6% |
| 10Y | +420.3% | +169.8% | +250.4% | +245.0% |
| All | +1,655.2% | +1,192.5% | +462.7% | +685.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling