+45.0%
ADP vs ZBRA
-40.4%
+85.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | -5.7% | -1.8% | -3.9% | -5.4% |
| 30D | -3.1% | -8.8% | +5.7% | -1.5% |
| 3M | +15.6% | +47.2% | -31.6% | +6.3% |
| 6M | +20.8% | +61.3% | -40.5% | +8.6% |
| YTD | +4.7% | +42.0% | -37.3% | -3.8% |
| 1Y | -8.3% | +10.5% | -18.8% | -11.5% |
| 3Y | +13.6% | +34.5% | -21.0% | 0.0% |
| 5Y | +45.0% | -40.3% | +85.3% | +61.3% |
| All | +45.0% | -40.4% | +85.4% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling