-79.1%
FIG vs ZBRA
+8.5%
-87.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.8% | -5.0% |
| 7D | -16.3% | +1.8% | -18.1% | -17.0% |
| 30D | -14.3% | -1.7% | -12.6% | -13.8% |
| 3M | +7.2% | +47.8% | -40.6% | -11.0% |
| 6M | -18.6% | +56.7% | -75.4% | -34.4% |
| YTD | -35.5% | +49.4% | -84.8% | -47.4% |
| 1Y | -55.8% | +16.5% | -72.3% | -58.9% |
| All | -79.1% | +8.5% | -87.6% | -79.9% |
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 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