+29.5%
A vs ZBRA
+33.4%
-4.0%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -4.6% | -3.8% | -0.8% | -3.5% |
| 30D | -4.3% | -10.2% | +5.9% | -1.4% |
| 3M | +8.9% | +58.7% | -49.7% | -7.2% |
| 6M | +24.5% | +61.9% | -37.4% | +4.4% |
| YTD | +5.8% | +41.7% | -35.9% | -8.1% |
| 1Y | +16.2% | +12.4% | +3.9% | +9.3% |
| All | +29.5% | +33.4% | -4.0% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling