+41.1%
AR vs ZBRA
+425.5%
-384.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -1.3% | -3.8% | +2.5% | 0.0% |
| 30D | +3.5% | -10.2% | +13.7% | +7.3% |
| 3M | +9.9% | +58.7% | -48.8% | -9.5% |
| 6M | +4.5% | +61.9% | -57.4% | -16.0% |
| YTD | +13.7% | +41.7% | -28.0% | -5.2% |
| 1Y | +19.2% | +12.4% | +6.9% | +8.5% |
| 3Y | +46.2% | +34.2% | +12.0% | +18.1% |
| 5Y | +145.9% | -40.8% | +186.6% | +169.0% |
| All | +41.1% | +425.5% | -384.4% | -27.6% |
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