+14.1%
AGG vs ZBRA
+435.2%
-421.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.1% |
| 7D | -1.1% | -3.4% | +2.4% | -1.0% |
| 30D | -1.1% | -7.4% | +6.3% | -1.1% |
| 3M | -1.9% | +57.5% | -59.4% | -2.5% |
| 6M | -1.7% | +64.0% | -65.7% | -2.4% |
| YTD | -1.3% | +44.3% | -45.6% | -1.9% |
| 1Y | -0.7% | +10.9% | -11.6% | -1.0% |
| 3Y | +12.5% | +37.5% | -25.0% | +11.5% |
| 5Y | -2.5% | -39.7% | +37.2% | -3.2% |
| All | +14.1% | +435.2% | -421.1% | +15.6% |
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 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