+65.4%
FDX vs ZBRA
-40.9%
+106.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -3.9% | -3.8% | -0.1% | -2.7% |
| 30D | -3.3% | -10.2% | +6.9% | -0.2% |
| 3M | -2.0% | +58.7% | -60.7% | -16.8% |
| 6M | +8.0% | +61.9% | -53.9% | -9.6% |
| YTD | +35.0% | +41.7% | -6.7% | +17.2% |
| 1Y | +73.7% | +12.4% | +61.3% | +61.9% |
| 3Y | +61.6% | +34.2% | +27.4% | +35.6% |
| 5Y | +65.4% | -40.8% | +106.1% | +68.0% |
| All | +65.4% | -40.9% | +106.3% | +68.0% |
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