+4,943.6%
FDX vs ZBRA
+8,319.9%
-3,376.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.6% |
| 7D | -2.1% | -1.5% | -0.6% | -1.7% |
| 30D | +10.4% | -15.6% | +26.0% | +14.5% |
| 3M | +0.5% | -14.5% | +15.0% | +3.7% |
| 6M | +6.5% | +50.9% | -44.4% | -4.6% |
| YTD | +40.2% | +34.8% | +5.4% | +28.2% |
| 1Y | +52.1% | +28.3% | +23.8% | +40.5% |
| 3Y | +72.8% | +58.8% | +14.0% | +49.3% |
| 5Y | +76.3% | -44.0% | +120.3% | +86.7% |
| 10Y | +155.7% | +389.6% | -233.8% | +72.6% |
| All | +4,943.6% | +8,319.9% | -3,376.3% | +2,050.2% |
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