+295.8%
FTI vs ZBRA
+435.2%
-139.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.4% |
| 7D | -4.4% | -3.4% | -1.0% | -3.2% |
| 30D | +1.5% | -7.4% | +8.9% | +4.1% |
| 3M | +8.2% | +57.5% | -49.3% | -10.0% |
| 6M | +18.8% | +64.0% | -45.2% | -3.7% |
| YTD | +71.7% | +44.3% | +27.4% | +44.4% |
| 1Y | +90.0% | +10.9% | +79.2% | +75.3% |
| 3Y | +270.5% | +37.5% | +233.0% | +201.7% |
| 5Y | +1,084.5% | -39.7% | +1,124.2% | +1,189.7% |
| All | +295.8% | +435.2% | -139.4% | +100.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling