+497.7%
B vs ZBRA
+9,227.6%
-8,729.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.3% |
| 7D | -1.6% | +1.8% | -3.4% | -1.7% |
| 30D | +9.4% | -1.7% | +11.1% | +9.6% |
| 3M | +5.0% | +47.8% | -42.8% | +1.8% |
| 6M | -3.5% | +56.7% | -60.3% | -7.1% |
| YTD | +4.5% | +49.4% | -44.9% | +0.8% |
| 1Y | +67.8% | +16.5% | +51.2% | +64.6% |
| 3Y | +196.7% | +31.5% | +165.2% | +185.9% |
| 5Y | +151.9% | -38.6% | +190.5% | +152.3% |
| 10Y | +202.2% | +421.0% | -218.8% | +156.6% |
| All | +497.7% | +9,227.6% | -8,729.9% | +334.8% |
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