+48.6%
FE vs ZBRA
-46.1%
+94.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.4% |
| 7D | 0.0% | -10.9% | +10.8% | +0.6% |
| 30D | +5.2% | -16.6% | +21.8% | +6.2% |
| 3M | 0.0% | -11.6% | +11.6% | +0.6% |
| 6M | +5.0% | +40.2% | -35.1% | +2.2% |
| YTD | +7.9% | +32.6% | -24.7% | +5.2% |
| 1Y | +6.3% | +24.7% | -18.4% | +4.1% |
| 3Y | +46.0% | +56.3% | -10.3% | +35.0% |
| All | +48.6% | -46.1% | +94.7% | +53.7% |
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