+109.1%
FN vs ZBRA
+55.5%
+53.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -2.4% |
| 7D | +20.8% | -1.2% | +22.0% | +21.8% |
| 30D | -17.3% | -17.8% | +0.5% | -7.8% |
| 3M | -38.1% | -16.0% | -22.1% | -31.8% |
| 6M | -44.2% | +31.4% | -75.7% | -53.4% |
| YTD | -22.3% | +30.9% | -53.2% | -36.8% |
| 1Y | -20.9% | +24.3% | -45.2% | -33.1% |
| All | +109.1% | +55.5% | +53.6% | +60.1% |
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