+460.7%
A vs ZBRA
+1,138.2%
-677.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.2% | -1.6% |
| 7D | -2.1% | +2.6% | -4.6% | -3.0% |
| 30D | +0.6% | -6.4% | +7.0% | +3.0% |
| 3M | +10.9% | +51.3% | -40.4% | -6.9% |
| 6M | +28.2% | +60.5% | -32.3% | +4.4% |
| YTD | +8.6% | +45.2% | -36.6% | -9.1% |
| 1Y | +15.5% | +12.3% | +3.2% | +5.7% |
| 3Y | +31.8% | +37.5% | -5.7% | +8.1% |
| 5Y | -14.9% | -39.2% | +24.3% | -9.2% |
| 10Y | +237.8% | +417.0% | -179.2% | +46.5% |
| All | +460.7% | +1,138.2% | -677.5% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling