+36.6%
FFIV vs ZBRA
+25.3%
+11.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -9.8% | -13.6% | +3.8% | -8.0% |
| 30D | -28.1% | -11.5% | -16.6% | -26.9% |
| 3M | -20.0% | -9.9% | -10.2% | -18.9% |
| 6M | -0.1% | +48.6% | -48.7% | -5.8% |
| YTD | +29.2% | +36.9% | -7.7% | +20.8% |
| 1Y | +36.6% | +27.7% | +8.9% | +31.4% |
| All | +36.6% | +25.3% | +11.3% | +31.4% |
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