-25.5%
AR vs ZBRA
+596.3%
-621.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.9% | -0.5% |
| 7D | +7.4% | +0.6% | +6.8% | +7.1% |
| 30D | +5.8% | -14.0% | +19.8% | +10.5% |
| 3M | +5.2% | -14.7% | +19.9% | +10.0% |
| 6M | +5.4% | +31.3% | -25.9% | -6.6% |
| YTD | +12.4% | +33.4% | -21.0% | -3.1% |
| 1Y | +12.8% | +34.1% | -21.3% | -3.0% |
| 3Y | +47.2% | +59.9% | -12.7% | +14.6% |
| 5Y | +101.1% | -45.3% | +146.4% | +119.6% |
| 10Y | +57.6% | +384.4% | -326.8% | -9.4% |
| All | -25.5% | +596.3% | -621.8% | -58.4% |
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 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