+32.3%
FFIV vs ZBRA
+23.7%
+8.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.3% |
| 7D | +1.9% | -1.2% | +3.1% | +2.1% |
| 30D | -33.3% | -17.8% | -15.5% | -31.5% |
| 3M | -24.9% | -16.0% | -8.9% | -23.1% |
| 6M | -10.5% | +31.4% | -42.0% | -14.2% |
| YTD | +24.4% | +30.9% | -6.5% | +17.1% |
| 1Y | +32.3% | +24.3% | +8.0% | +27.3% |
| All | +32.3% | +23.7% | +8.6% | +27.3% |
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