+24.2%
FIX vs ZBRA
+27.1%
-2.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.8% |
| 7D | +9.4% | +0.6% | +8.8% | +9.3% |
| 30D | -27.8% | -14.0% | -13.7% | -25.8% |
| 3M | -35.6% | -14.7% | -20.9% | -33.7% |
| 6M | -45.2% | +31.3% | -76.5% | -49.3% |
| YTD | +19.5% | +33.4% | -14.0% | +4.8% |
| 1Y | +24.2% | +34.1% | -9.9% | +9.6% |
| All | +24.2% | +27.1% | -2.8% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling