-13.5%
F vs ZBRA
-45.7%
+32.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.3% |
| 7D | -0.2% | -2.5% | +2.2% | +0.7% |
| 30D | +0.9% | -17.0% | +17.9% | +7.8% |
| 3M | -11.3% | -15.0% | +3.7% | -6.2% |
| 6M | +2.0% | +42.2% | -40.2% | -14.4% |
| YTD | -3.2% | +32.4% | -35.5% | -17.2% |
| 1Y | -3.5% | +23.3% | -26.8% | -15.0% |
| 3Y | +48.1% | +55.9% | -7.8% | +6.3% |
| 5Y | -13.5% | -44.8% | +31.3% | +13.9% |
| All | -13.5% | -45.7% | +32.2% | +13.9% |
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