-46.7%
COMP vs ZBRA
-28.0%
-18.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -1.5% |
| 7D | +4.1% | +2.6% | +1.5% | +2.4% |
| 30D | -14.5% | -6.4% | -8.2% | -11.0% |
| 3M | +41.8% | +51.3% | -9.5% | +2.7% |
| 6M | +23.6% | +60.5% | -36.9% | -15.9% |
| YTD | +1.7% | +45.2% | -43.5% | -27.2% |
| 1Y | +12.6% | +12.3% | +0.2% | -3.8% |
| 3Y | +221.9% | +37.5% | +184.3% | +105.6% |
| 5Y | -28.1% | -39.2% | +11.0% | -22.7% |
| All | -46.7% | -28.0% | -18.6% | -47.0% |
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