+3,689.8%
FN vs ZBRA
+1,284.5%
+2,405.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.7% | +2.4% |
| 7D | -1.7% | +1.8% | -3.4% | -2.5% |
| 30D | -22.0% | -1.7% | -20.3% | -21.4% |
| 3M | -43.0% | +47.8% | -90.8% | -53.0% |
| 6M | -27.7% | +56.7% | -84.5% | -42.3% |
| YTD | -10.5% | +49.4% | -59.9% | -27.9% |
| 1Y | +12.5% | +16.5% | -4.1% | +1.3% |
| 3Y | +153.8% | +31.5% | +122.3% | +115.4% |
| 5Y | +288.0% | -38.6% | +326.6% | +340.5% |
| 10Y | +906.4% | +421.0% | +485.5% | +327.6% |
| All | +3,689.8% | +1,284.5% | +2,405.3% | +681.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling