+547.9%
FAST vs ZBRA
+410.7%
+137.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.6% |
| 7D | +3.8% | -9.5% | +13.4% | +6.7% |
| 30D | +8.1% | -15.6% | +23.7% | +13.1% |
| 3M | +5.8% | -13.2% | +19.0% | +9.7% |
| 6M | +24.9% | +44.5% | -19.7% | +9.9% |
| YTD | +38.9% | +34.5% | +4.4% | +23.8% |
| 1Y | +36.5% | +25.9% | +10.6% | +23.9% |
| 3Y | +98.1% | +61.3% | +36.8% | +57.5% |
| 5Y | +109.3% | -45.2% | +154.5% | +130.7% |
| 10Y | +547.9% | +386.5% | +161.4% | +299.6% |
| All | +547.9% | +410.7% | +137.2% | +299.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling