+2,943.1%
FN vs ZBRA
+1,129.1%
+1,814.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.1% | +11.5% | +11.6% |
| 7D | 0.0% | -10.9% | +10.8% | +4.8% |
| 30D | -34.3% | -16.6% | -17.7% | -28.7% |
| 3M | -39.9% | -11.6% | -28.3% | -36.5% |
| 6M | -51.8% | +40.2% | -92.0% | -59.7% |
| YTD | -28.1% | +32.6% | -60.8% | -39.0% |
| 1Y | -29.1% | +24.7% | -53.8% | -37.8% |
| 3Y | +102.4% | +56.3% | +46.1% | +59.9% |
| 5Y | +171.7% | -47.0% | +218.7% | +228.7% |
| 10Y | +773.5% | +411.4% | +362.1% | +274.1% |
| All | +2,943.1% | +1,129.1% | +1,814.0% | +560.7% |
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 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