+21.6%
ZBRA vs BIYA
-99.8%
+121.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +2.6% | +2.7% | -0.2% | +2.5% |
| 30D | -6.4% | -18.7% | +12.3% | -6.0% |
| 3M | +51.3% | -72.0% | +123.3% | +50.7% |
| 6M | +60.5% | -86.4% | +146.9% | +58.7% |
| YTD | +45.2% | -94.2% | +139.3% | +45.8% |
| 1Y | +12.3% | -98.4% | +110.8% | +18.9% |
| All | +21.6% | -99.8% | +121.3% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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