+2,105.4%
FIX vs ZBRA
-38.9%
+2,144.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.3% |
| 7D | +6.0% | +1.8% | +4.3% | +5.3% |
| 30D | -7.2% | -1.7% | -5.6% | -6.7% |
| 3M | -15.9% | +47.8% | -63.6% | -29.8% |
| 6M | +12.7% | +56.7% | -44.0% | -9.1% |
| YTD | +72.8% | +49.4% | +23.4% | +40.3% |
| 1Y | +122.9% | +16.5% | +106.4% | +100.8% |
| 3Y | +774.3% | +31.5% | +742.9% | +645.0% |
| All | +2,105.4% | -38.9% | +2,144.3% | +2,339.0% |
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