+652.8%
FLEX vs ZBRA
+387.4%
+265.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +2.9% |
| 7D | +2.2% | -1.5% | +3.7% | +3.3% |
| 30D | -32.6% | -15.6% | -17.0% | -26.8% |
| 3M | -35.5% | -14.5% | -21.0% | -30.4% |
| 6M | -45.6% | +50.9% | -96.5% | -56.9% |
| YTD | +30.7% | +34.8% | -4.1% | +7.7% |
| 1Y | +28.4% | +28.3% | 0.0% | +8.6% |
| 3Y | +301.7% | +58.8% | +242.8% | +198.1% |
| 5Y | +473.3% | -44.0% | +517.3% | +584.9% |
| All | +652.8% | +387.4% | +265.4% | +311.5% |
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 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