+175.6%
FN vs ZBRA
-45.5%
+221.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.9% | -9.2% | -8.3% |
| 7D | +0.3% | +0.6% | -0.4% | 0.0% |
| 30D | -16.5% | -14.0% | -2.5% | -10.3% |
| 3M | -42.1% | -14.7% | -27.4% | -37.5% |
| 6M | -52.9% | +31.3% | -84.2% | -59.6% |
| YTD | -28.0% | +33.4% | -61.4% | -39.9% |
| 1Y | -18.5% | +34.1% | -52.6% | -32.1% |
| 3Y | +93.9% | +59.9% | +34.0% | +52.6% |
| All | +175.6% | -45.5% | +221.1% | +223.7% |
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