+225.6%
FANG vs ZBRA
-40.4%
+266.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.1% | -0.6% |
| 7D | +2.9% | -3.4% | +6.3% | +3.6% |
| 30D | +2.6% | -7.4% | +10.0% | +4.2% |
| 3M | +7.6% | +57.5% | -49.9% | -4.5% |
| 6M | +17.3% | +64.0% | -46.7% | +2.1% |
| YTD | +38.7% | +44.3% | -5.6% | +23.9% |
| 1Y | +51.6% | +10.9% | +40.8% | +45.4% |
| 3Y | +50.0% | +37.5% | +12.4% | +31.0% |
| All | +225.6% | -40.4% | +266.0% | +283.3% |
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