+1,774.0%
FITB vs ZBRA
+8,965.3%
-7,191.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.2% | +0.1% |
| 7D | +2.8% | +2.6% | +0.3% | +2.1% |
| 30D | -4.5% | -6.4% | +1.8% | -2.8% |
| 3M | +5.7% | +51.3% | -45.6% | -6.8% |
| 6M | +17.1% | +60.5% | -43.4% | +1.0% |
| YTD | +18.3% | +45.2% | -26.9% | +4.4% |
| 1Y | +23.9% | +12.3% | +11.5% | +16.6% |
| 3Y | +131.1% | +37.5% | +93.6% | +102.4% |
| 5Y | +71.1% | -39.2% | +110.3% | +80.4% |
| 10Y | +283.9% | +417.0% | -133.1% | +134.5% |
| All | +1,774.0% | +8,965.3% | -7,191.4% | +645.5% |
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