+507.7%
FAST vs ZBRA
+411.1%
+96.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.4% |
| 7D | +1.3% | +2.6% | -1.3% | +0.5% |
| 30D | -4.7% | -6.4% | +1.6% | -3.0% |
| 3M | +7.9% | +51.3% | -43.3% | -5.6% |
| 6M | +7.4% | +60.5% | -53.1% | -8.3% |
| YTD | +25.1% | +45.2% | -20.1% | +9.2% |
| 1Y | +4.7% | +12.3% | -7.7% | -1.9% |
| 3Y | +94.7% | +37.5% | +57.2% | +63.3% |
| 5Y | +106.8% | -39.2% | +145.9% | +121.4% |
| 10Y | +507.7% | +417.0% | +90.7% | +224.5% |
| All | +507.7% | +411.1% | +96.6% | +224.5% |
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