+48.1%
F vs ZBRA
+58.4%
-10.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.5% |
| 7D | -0.2% | -2.5% | +2.2% | +0.4% |
| 30D | +0.9% | -17.0% | +17.9% | +5.9% |
| 3M | -11.3% | -15.0% | +3.7% | -7.7% |
| 6M | +2.0% | +42.2% | -40.2% | -10.4% |
| YTD | -3.2% | +32.4% | -35.5% | -13.7% |
| 1Y | -3.5% | +23.3% | -26.8% | -12.1% |
| 3Y | +48.1% | +55.9% | -7.8% | +3.5% |
| All | +48.1% | +58.4% | -10.3% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling