+178.8%
FDX vs ZBRA
+407.5%
-228.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.8% |
| 7D | -2.3% | -1.8% | -0.5% | -1.7% |
| 30D | -4.9% | -8.8% | +3.9% | -2.0% |
| 3M | -6.5% | +47.2% | -53.7% | -19.9% |
| 6M | +6.7% | +61.3% | -54.6% | -12.3% |
| YTD | +33.9% | +42.0% | -8.1% | +14.3% |
| 1Y | +72.2% | +10.5% | +61.7% | +59.7% |
| 3Y | +60.2% | +34.5% | +25.7% | +32.3% |
| 5Y | +62.9% | -40.3% | +103.2% | +75.7% |
| 10Y | +178.8% | +421.5% | -242.7% | +50.3% |
| All | +178.8% | +407.5% | -228.7% | +50.3% |
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 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