+246.7%
FFIV vs ZBRA
+435.2%
-188.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.8% | +1.5% | +2.7% |
| 7D | +5.4% | -3.4% | +8.8% | +6.6% |
| 30D | -2.7% | -7.4% | +4.7% | -0.2% |
| 3M | +4.5% | +57.5% | -53.0% | -12.0% |
| 6M | +42.2% | +64.0% | -21.8% | +16.9% |
| YTD | +61.3% | +44.3% | +17.0% | +37.3% |
| 1Y | +23.0% | +10.9% | +12.2% | +14.8% |
| 3Y | +156.3% | +37.5% | +118.7% | +113.7% |
| 5Y | +102.9% | -39.7% | +142.5% | +117.9% |
| All | +246.7% | +435.2% | -188.6% | +104.0% |
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