+247.4%
A vs ZBRA
+435.2%
-187.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.8% | +2.1% |
| 7D | -2.6% | -3.4% | +0.8% | -1.5% |
| 30D | -0.9% | -7.4% | +6.5% | +1.6% |
| 3M | +13.6% | +57.5% | -43.9% | -4.4% |
| 6M | +27.8% | +64.0% | -36.1% | +5.1% |
| YTD | +8.6% | +44.3% | -35.7% | -7.5% |
| 1Y | +16.9% | +10.9% | +6.0% | +8.7% |
| 3Y | +32.9% | +37.5% | -4.6% | +10.8% |
| 5Y | -14.1% | -39.7% | +25.6% | -7.9% |
| All | +247.4% | +435.2% | -187.9% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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