+948.1%
FIX vs ZBRA
-47.4%
+995.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | -17.5% | -10.9% | -6.6% | -14.0% |
| 30D | -41.6% | -16.6% | -25.0% | -37.5% |
| 3M | -40.6% | -11.6% | -29.0% | -38.0% |
| 6M | -49.4% | +40.2% | -89.5% | -57.5% |
| YTD | +9.2% | +32.6% | -23.4% | -7.5% |
| 1Y | +6.5% | +24.7% | -18.2% | -7.1% |
| 3Y | +448.7% | +56.3% | +392.4% | +342.8% |
| All | +948.1% | -47.4% | +995.5% | +1,176.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling