+5,138.6%
FFIV vs ZBRA
+2,250.3%
+2,888.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +1.0% |
| 7D | -1.5% | +2.6% | -4.1% | -2.7% |
| 30D | -2.7% | -6.4% | +3.7% | 0.0% |
| 3M | -1.7% | +51.3% | -52.9% | -19.6% |
| 6M | +36.1% | +60.5% | -24.4% | +7.3% |
| YTD | +52.6% | +45.2% | +7.5% | +24.1% |
| 1Y | +21.5% | +12.3% | +9.2% | +9.8% |
| 3Y | +142.7% | +37.5% | +105.2% | +91.2% |
| 5Y | +92.6% | -39.2% | +131.8% | +107.4% |
| 10Y | +225.5% | +417.0% | -191.5% | +16.3% |
| All | +5,138.6% | +2,250.3% | +2,888.3% | +220.2% |
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