+576.2%
FE vs ZBRA
+2,620.5%
-2,044.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.7% |
| 7D | +1.9% | +1.8% | +0.2% | +1.7% |
| 30D | -1.2% | -1.7% | +0.5% | -1.0% |
| 3M | +3.5% | +47.8% | -44.3% | -1.5% |
| 6M | -6.1% | +56.7% | -62.8% | -11.5% |
| YTD | +7.6% | +49.4% | -41.8% | +1.7% |
| 1Y | +11.9% | +16.5% | -4.6% | +8.5% |
| 3Y | +48.4% | +31.5% | +17.0% | +39.1% |
| 5Y | +44.8% | -38.6% | +83.4% | +46.0% |
| 10Y | +115.9% | +421.0% | -305.1% | +67.4% |
| All | +576.2% | +2,620.5% | -2,044.3% | +334.5% |
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