+18.3%
ZBRA vs JAAA
+29.3%
-11.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.3% |
| 7D | -1.8% | +0.1% | -1.9% | -2.1% |
| 30D | -8.8% | +0.5% | -9.2% | -10.1% |
| 3M | +47.2% | +1.2% | +46.0% | +41.4% |
| 6M | +61.3% | +2.7% | +58.6% | +48.0% |
| YTD | +42.0% | +3.2% | +38.8% | +28.6% |
| 1Y | +10.5% | +4.8% | +5.7% | -4.6% |
| 3Y | +34.5% | +19.0% | +15.5% | -5.4% |
| 5Y | -40.3% | +26.8% | -67.1% | -62.7% |
| All | +18.3% | +29.3% | -11.0% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling