+4,891.6%
FDX vs ZBRA
+8,072.8%
-3,181.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.4% |
| 7D | +0.8% | -1.2% | +2.0% | +1.1% |
| 30D | +9.9% | -17.8% | +27.7% | +14.6% |
| 3M | -1.9% | -16.0% | +14.1% | +1.7% |
| 6M | +6.1% | +31.4% | -25.4% | -1.8% |
| YTD | +38.8% | +30.9% | +7.9% | +27.7% |
| 1Y | +50.0% | +24.3% | +25.7% | +39.5% |
| 3Y | +71.0% | +54.2% | +16.9% | +48.8% |
| 5Y | +72.5% | -46.3% | +118.8% | +84.3% |
| 10Y | +153.1% | +375.2% | -222.1% | +71.9% |
| All | +4,891.6% | +8,072.8% | -3,181.2% | +2,042.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling