+53.9%
F vs ZBRA
-38.9%
+92.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.9% |
| 7D | +5.3% | +1.8% | +3.6% | +4.6% |
| 30D | +4.6% | -1.7% | +6.3% | +5.2% |
| 3M | -3.7% | +47.8% | -51.4% | -19.4% |
| 6M | +16.8% | +56.7% | -39.9% | -5.2% |
| YTD | +15.3% | +49.4% | -34.1% | -5.4% |
| 1Y | +31.0% | +16.5% | +14.5% | +18.4% |
| 3Y | +45.4% | +31.5% | +14.0% | +16.3% |
| All | +53.9% | -38.9% | +92.8% | +88.1% |
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