+114.5%
FE vs ZBRA
+407.5%
-293.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | -0.2% | -1.8% | +1.6% | 0.0% |
| 30D | -1.2% | -8.8% | +7.6% | -0.1% |
| 3M | +1.7% | +47.2% | -45.6% | -4.1% |
| 6M | -7.5% | +61.3% | -68.8% | -14.2% |
| YTD | +6.3% | +42.0% | -35.7% | 0.0% |
| 1Y | +10.9% | +10.5% | +0.4% | +7.9% |
| 3Y | +46.9% | +34.5% | +12.4% | +34.2% |
| 5Y | +47.6% | -40.3% | +87.9% | +53.4% |
| 10Y | +114.5% | +421.5% | -307.0% | +59.3% |
| All | +114.5% | +407.5% | -293.0% | +59.3% |
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