+123.8%
FFIV vs ZBRA
+373.1%
-249.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.2% |
| 7D | +1.9% | -1.2% | +3.1% | +2.3% |
| 30D | -33.3% | -17.8% | -15.5% | -28.9% |
| 3M | -24.9% | -16.0% | -8.9% | -20.6% |
| 6M | -10.5% | +31.4% | -42.0% | -20.4% |
| YTD | +24.4% | +30.9% | -6.5% | +9.1% |
| 1Y | +32.3% | +24.3% | +8.0% | +18.1% |
| 3Y | +99.7% | +54.2% | +45.6% | +59.5% |
| 5Y | +38.4% | -46.3% | +84.7% | +54.7% |
| All | +123.8% | +373.1% | -249.3% | +34.9% |
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 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