+606.1%
COST vs ZBRA
+435.2%
+170.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.6% | -0.1% |
| 7D | -1.2% | -3.4% | +2.2% | -0.6% |
| 30D | -4.7% | -7.4% | +2.7% | -3.4% |
| 3M | -7.1% | +57.5% | -64.6% | -15.7% |
| 6M | -8.5% | +64.0% | -72.5% | -18.2% |
| YTD | +5.4% | +44.3% | -38.9% | -3.7% |
| 1Y | -5.6% | +10.9% | -16.5% | -9.4% |
| 3Y | +68.5% | +37.5% | +31.0% | +48.9% |
| 5Y | +105.2% | -39.7% | +144.9% | +112.3% |
| All | +606.1% | +435.2% | +170.8% | +417.7% |
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