+214.8%
B vs ZBRA
+382.3%
-167.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -7.3% | +0.6% | -7.9% | -7.4% |
| 30D | -3.3% | -14.0% | +10.7% | -2.1% |
| 3M | -7.8% | -14.7% | +6.9% | -6.5% |
| 6M | -15.5% | +31.3% | -46.8% | -17.7% |
| YTD | -12.3% | +33.4% | -45.7% | -15.0% |
| 1Y | +5.4% | +34.1% | -28.8% | +2.0% |
| 3Y | +165.5% | +59.9% | +105.6% | +151.1% |
| 5Y | +107.0% | -45.3% | +152.3% | +103.6% |
| All | +214.8% | +382.3% | -167.4% | +166.0% |
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