+143.7%
AR vs ZBRA
-40.4%
+184.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.7% |
| 7D | -1.2% | -1.8% | +0.6% | -0.7% |
| 30D | +5.5% | -8.8% | +14.3% | +8.1% |
| 3M | +12.9% | +47.2% | -34.4% | -1.5% |
| 6M | +0.1% | +61.3% | -61.2% | -16.2% |
| YTD | +13.5% | +42.0% | -28.5% | -2.0% |
| 1Y | +21.6% | +10.5% | +11.1% | +14.6% |
| 3Y | +46.0% | +34.5% | +11.5% | +22.2% |
| 5Y | +143.7% | -40.3% | +184.0% | +192.5% |
| All | +143.7% | -40.4% | +184.1% | +192.5% |
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