+351.3%
FERG vs ZBRA
+435.2%
-83.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.4% |
| 7D | -2.6% | -3.4% | +0.8% | -1.9% |
| 30D | -8.9% | -7.4% | -1.5% | -7.6% |
| 3M | -2.0% | +57.5% | -59.6% | -10.9% |
| 6M | -3.2% | +64.0% | -67.2% | -13.0% |
| YTD | +1.5% | +44.3% | -42.8% | -6.8% |
| 1Y | +0.5% | +10.9% | -10.4% | -3.3% |
| 3Y | +50.4% | +37.5% | +12.9% | +38.0% |
| 5Y | +68.7% | -39.7% | +108.3% | +63.2% |
| All | +351.3% | +435.2% | -83.9% | +305.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling