+38.6%
ALB vs ZBRA
+382.3%
-343.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.3% |
| 7D | -5.8% | +0.6% | -6.4% | -6.0% |
| 30D | -4.5% | -14.0% | +9.5% | +1.8% |
| 3M | -28.1% | -14.7% | -13.4% | -23.2% |
| 6M | -53.2% | +31.3% | -84.5% | -60.3% |
| YTD | -33.3% | +33.4% | -66.7% | -45.5% |
| 1Y | -17.4% | +34.1% | -51.6% | -32.9% |
| 3Y | -14.1% | +59.9% | -74.0% | -37.7% |
| 5Y | -64.0% | -45.3% | -18.8% | -58.3% |
| All | +38.6% | +382.3% | -343.7% | -21.1% |
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