+99.1%
FFIV vs ZBRA
-40.4%
+139.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.2% | +6.0% | +4.6% |
| 7D | +3.5% | -1.8% | +5.3% | +4.0% |
| 30D | -1.3% | -8.8% | +7.5% | +1.6% |
| 3M | +2.4% | +47.2% | -44.9% | -12.0% |
| 6M | +41.8% | +61.3% | -19.5% | +17.0% |
| YTD | +58.5% | +42.0% | +16.5% | +35.5% |
| 1Y | +24.3% | +10.5% | +13.9% | +16.6% |
| 3Y | +152.0% | +34.5% | +117.5% | +111.3% |
| 5Y | +99.1% | -40.3% | +139.4% | +142.9% |
| All | +99.1% | -40.4% | +139.5% | +142.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling