+579.4%
FE vs ZBRA
+2,355.8%
-1,776.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | -0.4% | -1.5% | +1.1% | -0.2% |
| 30D | +3.6% | -15.6% | +19.2% | +5.5% |
| 3M | +0.3% | -14.5% | +14.8% | +1.9% |
| 6M | +6.4% | +50.9% | -44.5% | +0.7% |
| YTD | +8.1% | +34.8% | -26.7% | +3.2% |
| 1Y | +4.6% | +28.3% | -23.7% | +0.3% |
| 3Y | +49.1% | +58.8% | -9.7% | +36.3% |
| 5Y | +46.1% | -44.0% | +90.1% | +48.8% |
| 10Y | +122.7% | +389.6% | -266.9% | +73.8% |
| All | +579.4% | +2,355.8% | -1,776.4% | +340.9% |
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