+62.8%
FDX vs ZBRA
+34.1%
+28.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -1.9% |
| 7D | -3.3% | +2.6% | -5.9% | -3.9% |
| 30D | -1.4% | -6.4% | +5.0% | +0.2% |
| 3M | -4.5% | +51.3% | -55.8% | -15.7% |
| 6M | +9.4% | +60.5% | -51.1% | -5.8% |
| YTD | +36.0% | +45.2% | -9.2% | +19.8% |
| 1Y | +75.5% | +12.3% | +63.2% | +66.4% |
| 3Y | +62.8% | +37.5% | +25.3% | +36.8% |
| All | +62.8% | +34.1% | +28.7% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling