+6.5%
D vs ZBRA
-39.4%
+46.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.8% |
| 7D | +0.8% | +2.6% | -1.8% | +0.5% |
| 30D | -0.7% | -6.4% | +5.6% | -0.2% |
| 3M | +2.1% | +51.3% | -49.2% | -2.1% |
| 6M | +6.8% | +60.5% | -53.7% | +1.5% |
| YTD | +16.5% | +45.2% | -28.6% | +11.7% |
| 1Y | +19.2% | +12.3% | +6.8% | +17.1% |
| 3Y | +61.9% | +37.5% | +24.4% | +50.8% |
| 5Y | +6.5% | -39.2% | +45.7% | +3.5% |
| All | +6.5% | -39.4% | +46.0% | +3.5% |
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