+282.7%
FLEX vs ZBRA
+58.5%
+224.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -6.0% | -4.9% |
| 7D | +7.5% | +0.6% | +6.8% | +7.2% |
| 30D | -25.3% | -14.0% | -11.3% | -19.9% |
| 3M | -39.7% | -14.7% | -25.0% | -35.1% |
| 6M | -47.9% | +31.3% | -79.2% | -55.2% |
| YTD | +24.1% | +33.4% | -9.3% | +3.1% |
| 1Y | +26.0% | +34.1% | -8.2% | +4.4% |
| 3Y | +282.7% | +59.9% | +222.8% | +183.7% |
| All | +282.7% | +58.5% | +224.2% | +183.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling