+4,056.5%
FFIV vs ZBRA
+2,060.0%
+1,996.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.5% |
| 7D | -0.5% | +0.6% | -1.2% | -0.9% |
| 30D | -32.4% | -14.0% | -18.4% | -28.2% |
| 3M | -25.7% | -14.7% | -11.0% | -20.9% |
| 6M | -13.5% | +31.3% | -44.8% | -25.4% |
| YTD | +21.1% | +33.4% | -12.3% | +1.6% |
| 1Y | +29.4% | +34.1% | -4.7% | +8.3% |
| 3Y | +94.9% | +59.9% | +35.0% | +43.6% |
| 5Y | +34.7% | -45.3% | +80.0% | +51.6% |
| 10Y | +119.0% | +384.4% | -265.4% | -19.8% |
| All | +4,056.5% | +2,060.0% | +1,996.5% | +162.2% |
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