+294.7%
C vs ZBRA
+407.5%
-112.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.6% |
| 7D | +2.6% | -1.8% | +4.4% | +3.2% |
| 30D | +1.9% | -8.8% | +10.7% | +5.4% |
| 3M | +2.8% | +47.2% | -44.4% | -13.4% |
| 6M | +30.6% | +61.3% | -30.7% | +5.2% |
| YTD | +19.9% | +42.0% | -22.1% | +0.7% |
| 1Y | +44.6% | +10.5% | +34.1% | +33.2% |
| 3Y | +272.1% | +34.5% | +237.6% | +205.4% |
| 5Y | +132.0% | -40.3% | +172.3% | +153.4% |
| 10Y | +294.7% | +421.5% | -126.9% | +93.6% |
| All | +294.7% | +407.5% | -112.8% | +93.6% |
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