+107.7%
FAST vs ZBRA
-37.7%
+145.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -0.4% | +1.8% | -2.1% | -0.8% |
| 30D | -0.8% | -1.7% | +0.9% | -0.4% |
| 3M | +5.8% | +47.8% | -42.0% | -4.5% |
| 6M | +8.0% | +56.7% | -48.8% | -4.4% |
| YTD | +25.6% | +49.4% | -23.8% | +11.9% |
| 1Y | +0.8% | +16.5% | -15.7% | -4.9% |
| 3Y | +86.1% | +31.5% | +54.7% | +63.9% |
| All | +107.7% | -37.7% | +145.4% | +135.3% |
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