+4,202.7%
FFIV vs ZBRA
+2,082.9%
+2,119.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.1% |
| 7D | -2.9% | -1.5% | -1.4% | -2.3% |
| 30D | -32.4% | -15.6% | -16.8% | -27.6% |
| 3M | -22.7% | -14.5% | -8.2% | -17.8% |
| 6M | -10.7% | +50.9% | -61.6% | -27.7% |
| YTD | +25.4% | +34.8% | -9.5% | +4.7% |
| 1Y | +34.2% | +28.3% | +5.8% | +14.4% |
| 3Y | +101.2% | +58.8% | +42.4% | +48.8% |
| 5Y | +42.0% | -44.0% | +86.0% | +58.3% |
| 10Y | +126.7% | +389.6% | -262.9% | -17.3% |
| All | +4,202.7% | +2,082.9% | +2,119.7% | +170.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling