+478.1%
FLEX vs ZBRA
+34.1%
+444.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.8% | +7.2% | +5.7% |
| 7D | +7.0% | +2.6% | +4.4% | +5.6% |
| 30D | -5.8% | -6.4% | +0.6% | -3.0% |
| 3M | -24.2% | +51.3% | -75.5% | -39.1% |
| 6M | +90.8% | +60.5% | +30.3% | +47.0% |
| YTD | +89.2% | +45.2% | +44.0% | +50.7% |
| 1Y | +104.7% | +12.3% | +92.4% | +87.7% |
| 3Y | +478.1% | +37.5% | +440.6% | +369.7% |
| All | +478.1% | +34.1% | +444.0% | +369.7% |
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