+69.0%
F vs ZBRA
+381.8%
-312.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.9% |
| 7D | -2.1% | -1.5% | -0.6% | -1.6% |
| 30D | +3.3% | -15.6% | +19.0% | +9.4% |
| 3M | -11.3% | -14.5% | +3.2% | -6.6% |
| 6M | +5.3% | +50.9% | -45.6% | -12.3% |
| YTD | -2.2% | +34.8% | -37.1% | -15.9% |
| 1Y | -3.5% | +28.3% | -31.9% | -15.5% |
| 3Y | +49.5% | +58.8% | -9.3% | +14.0% |
| 5Y | -13.5% | -44.0% | +30.5% | -5.4% |
| 10Y | +69.0% | +389.6% | -320.6% | +9.2% |
| All | +69.0% | +381.8% | -312.8% | +9.2% |
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