+49.9%
ADP vs ZBRA
-44.1%
+93.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | 0.0% |
| 7D | +0.9% | -1.5% | +2.4% | +1.2% |
| 30D | +11.9% | -15.6% | +27.5% | +15.1% |
| 3M | +13.7% | -14.5% | +28.3% | +16.6% |
| 6M | +46.8% | +50.9% | -4.2% | +33.5% |
| YTD | +21.8% | +34.8% | -13.1% | +12.6% |
| 1Y | +23.5% | +28.3% | -4.8% | +15.3% |
| 3Y | +44.1% | +58.8% | -14.7% | +20.0% |
| 5Y | +49.9% | -44.0% | +93.9% | +74.2% |
| All | +49.9% | -44.1% | +93.9% | +74.2% |
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