-45.1%
ALB vs ZBRA
-40.4%
-4.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -1.9% |
| 7D | -8.6% | -1.8% | -6.8% | -8.0% |
| 30D | -4.0% | -8.8% | +4.8% | -0.2% |
| 3M | -17.4% | +47.2% | -64.6% | -33.1% |
| 6M | -25.4% | +61.3% | -86.7% | -43.0% |
| YTD | -10.5% | +42.0% | -52.5% | -28.8% |
| 1Y | +75.8% | +10.5% | +65.4% | +58.6% |
| 3Y | -28.5% | +34.5% | -63.0% | -44.5% |
| 5Y | -45.1% | -40.3% | -4.8% | -32.4% |
| All | -45.1% | -40.4% | -4.7% | -32.4% |
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