+284.0%
FITB vs ZBRA
+435.2%
-151.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.2% |
| 7D | -0.3% | -3.4% | +3.1% | +1.0% |
| 30D | -5.7% | -7.4% | +1.7% | -2.9% |
| 3M | +3.2% | +57.5% | -54.4% | -15.3% |
| 6M | +23.4% | +64.0% | -40.6% | -1.4% |
| YTD | +18.8% | +44.3% | -25.5% | -0.9% |
| 1Y | +25.0% | +10.9% | +14.1% | +15.1% |
| 3Y | +131.2% | +37.5% | +93.7% | +87.3% |
| 5Y | +70.7% | -39.7% | +110.3% | +85.2% |
| All | +284.0% | +435.2% | -151.2% | +88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling