+3.1%
FERG vs ZBRA
+25.3%
-22.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.5% |
| 7D | +7.7% | -13.6% | +21.3% | +10.6% |
| 30D | +11.5% | -11.5% | +23.0% | +13.9% |
| 3M | -2.4% | -9.9% | +7.5% | -0.7% |
| 6M | -4.0% | +48.6% | -52.6% | -14.1% |
| YTD | +13.4% | +36.9% | -23.6% | +1.5% |
| 1Y | +3.1% | +27.7% | -24.6% | -4.8% |
| All | +3.1% | +25.3% | -22.2% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling