+96.2%
AGG vs ZBRA
+936.6%
-840.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| 6M | -1.7% | +64.0% | -65.7% | -1.8% |
| YTD | -1.3% | +44.3% | -45.6% | -1.4% |
| 1Y | -0.7% | +10.9% | -11.6% | -0.8% |
| 3Y | +12.5% | +37.5% | -25.0% | +12.4% |
| 5Y | -2.5% | -39.7% | +37.2% | -3.0% |
| 10Y | +14.2% | +429.9% | -415.7% | +16.6% |
| All | +96.2% | +936.6% | -840.4% | +103.3% |
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 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