+123.4%
FE vs ZBRA
+382.3%
-258.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.9% | +0.8% |
| 7D | +1.2% | +0.6% | +0.6% | +1.1% |
| 30D | +4.5% | -14.0% | +18.6% | +6.4% |
| 3M | +1.3% | -14.7% | +16.0% | +3.2% |
| 6M | +8.7% | +31.3% | -22.6% | +3.7% |
| YTD | +9.2% | +33.4% | -24.2% | +3.4% |
| 1Y | +7.0% | +34.1% | -27.2% | +1.1% |
| 3Y | +51.4% | +59.9% | -8.5% | +33.5% |
| 5Y | +47.7% | -45.3% | +93.0% | +55.6% |
| All | +123.4% | +382.3% | -258.9% | +69.4% |
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