+131.6%
C vs ZBRA
-39.4%
+171.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.2% |
| 7D | +3.2% | +2.6% | +0.6% | +2.3% |
| 30D | +1.3% | -6.4% | +7.7% | +3.4% |
| 3M | +3.1% | +51.3% | -48.2% | -11.5% |
| 6M | +29.6% | +60.5% | -30.9% | +8.2% |
| YTD | +19.0% | +45.2% | -26.2% | +2.1% |
| 1Y | +45.6% | +12.3% | +33.3% | +35.8% |
| 3Y | +269.3% | +37.5% | +231.8% | +213.3% |
| 5Y | +131.6% | -39.2% | +170.8% | +129.8% |
| All | +131.6% | -39.4% | +171.0% | +129.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling