+20.2%
ZBRA vs JAAA
+29.4%
-9.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.6% |
| 7D | -3.4% | +0.1% | -3.5% | -3.7% |
| 30D | -7.4% | +0.5% | -7.9% | -9.0% |
| 3M | +57.5% | +1.3% | +56.2% | +51.2% |
| 6M | +64.0% | +2.8% | +61.2% | +50.1% |
| YTD | +44.3% | +3.3% | +41.0% | +30.4% |
| 1Y | +10.9% | +4.9% | +5.9% | -4.5% |
| 3Y | +37.5% | +19.0% | +18.6% | -3.3% |
| 5Y | -39.7% | +26.9% | -66.5% | -62.4% |
| All | +20.2% | +29.4% | -9.2% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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