+218.3%
C vs ZBRA
+381.8%
-163.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.9% |
| 7D | -0.4% | -1.5% | +1.1% | +0.2% |
| 30D | -5.3% | -15.6% | +10.3% | +0.7% |
| 3M | -8.0% | -14.5% | +6.5% | -2.9% |
| 6M | -0.3% | +50.9% | -51.2% | -17.7% |
| YTD | +8.6% | +34.8% | -26.2% | -7.2% |
| 1Y | +25.8% | +28.3% | -2.5% | +9.5% |
| 3Y | +221.2% | +58.8% | +162.4% | +146.0% |
| 5Y | +113.6% | -44.0% | +157.6% | +139.5% |
| 10Y | +218.3% | +389.6% | -171.3% | +71.1% |
| All | +218.3% | +381.8% | -163.5% | +71.1% |
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