+424.6%
ETSY vs ZBRA
+435.2%
-10.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +0.8% |
| 7D | -4.9% | -3.4% | -1.5% | -3.3% |
| 30D | -8.6% | -7.4% | -1.2% | -5.4% |
| 3M | +4.8% | +57.5% | -52.7% | -18.2% |
| 6M | +38.1% | +64.0% | -25.9% | +3.6% |
| YTD | +31.2% | +44.3% | -13.1% | +3.9% |
| 1Y | +22.1% | +10.9% | +11.2% | +9.8% |
| 3Y | +12.2% | +37.5% | -25.3% | -16.2% |
| 5Y | -66.5% | -39.7% | -26.8% | -61.7% |
| All | +424.6% | +435.2% | -10.7% | +137.5% |
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 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