+50.0%
FANG vs ZBRA
+35.9%
+14.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.1% | -0.5% |
| 7D | +2.9% | -3.4% | +6.3% | +3.5% |
| 30D | +2.6% | -7.4% | +10.0% | +3.9% |
| 3M | +7.6% | +57.5% | -49.9% | -3.2% |
| 6M | +17.3% | +64.0% | -46.7% | +3.6% |
| YTD | +38.7% | +44.3% | -5.6% | +25.7% |
| 1Y | +51.6% | +10.9% | +40.8% | +48.6% |
| 3Y | +50.0% | +37.5% | +12.4% | +35.6% |
| All | +50.0% | +35.9% | +14.0% | +35.6% |
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 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