+289.3%
FN vs ZBRA
-38.9%
+328.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.7% | +2.4% |
| 7D | -1.7% | +1.8% | -3.4% | -2.6% |
| 30D | -22.0% | -1.7% | -20.3% | -21.3% |
| 3M | -43.0% | +47.8% | -90.8% | -53.9% |
| 6M | -27.7% | +56.7% | -84.5% | -43.6% |
| YTD | -10.5% | +49.4% | -59.9% | -29.5% |
| 1Y | +12.5% | +16.5% | -4.1% | +0.3% |
| 3Y | +153.8% | +31.5% | +122.3% | +113.0% |
| All | +289.3% | -38.9% | +328.2% | +364.7% |
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 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