+11.4%
FPS vs ZBRA
+45.0%
-33.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +5.9% | +3.8% |
| 7D | +10.4% | +2.6% | +7.8% | +9.6% |
| 30D | -16.5% | -6.4% | -10.2% | -15.1% |
| 3M | -45.5% | +51.3% | -96.8% | -51.4% |
| 6M | +2.1% | +60.5% | -58.4% | -13.0% |
| All | +11.4% | +45.0% | -33.5% | -3.9% |
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