+46.2%
FE vs ZBRA
-39.4%
+85.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.5% |
| 7D | +0.6% | +2.6% | -1.9% | +0.5% |
| 30D | -2.1% | -6.4% | +4.2% | -1.8% |
| 3M | +2.6% | +51.3% | -48.7% | -0.5% |
| 6M | -6.8% | +60.5% | -67.3% | -10.2% |
| YTD | +6.9% | +45.2% | -38.3% | +3.6% |
| 1Y | +11.6% | +12.3% | -0.8% | +10.3% |
| 3Y | +47.7% | +37.5% | +10.2% | +39.5% |
| 5Y | +46.2% | -39.2% | +85.4% | +49.7% |
| All | +46.2% | -39.4% | +85.6% | +49.7% |
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