+91.7%
F vs ZBRA
+418.8%
-327.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.8% | -1.4% | -3.2% |
| 7D | +1.2% | +2.6% | -1.4% | +0.3% |
| 30D | +1.2% | -6.4% | +7.6% | +3.6% |
| 3M | -5.7% | +51.3% | -56.9% | -20.8% |
| 6M | +17.9% | +60.5% | -42.6% | -3.8% |
| YTD | +10.4% | +45.2% | -34.8% | -7.1% |
| 1Y | +25.3% | +12.3% | +13.0% | +15.3% |
| 3Y | +37.5% | +37.5% | -0.1% | +11.3% |
| 5Y | +46.5% | -39.2% | +85.7% | +56.1% |
| All | +91.7% | +418.8% | -327.2% | +13.6% |
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