+1,440.5%
FANG vs ZBRA
+849.5%
+591.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.1% | -0.8% |
| 7D | +2.9% | -3.4% | +6.3% | +3.9% |
| 30D | +2.6% | -7.4% | +10.0% | +4.9% |
| 3M | +7.6% | +57.5% | -49.9% | -9.2% |
| 6M | +17.3% | +64.0% | -46.7% | -3.5% |
| YTD | +38.7% | +44.3% | -5.6% | +17.8% |
| 1Y | +51.6% | +10.9% | +40.8% | +40.2% |
| 3Y | +50.0% | +37.5% | +12.4% | +23.6% |
| 5Y | +237.6% | -39.7% | +277.2% | +257.5% |
| 10Y | +180.7% | +429.9% | -249.2% | +45.2% |
| All | +1,440.5% | +849.5% | +591.0% | +476.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling