+2,102.5%
FTI vs ZBRA
+1,584.1%
+518.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | +0.4% |
| 7D | -2.3% | -1.8% | -0.5% | -1.7% |
| 30D | +5.0% | -8.8% | +13.8% | +8.8% |
| 3M | +13.8% | +47.2% | -33.4% | -5.0% |
| 6M | +22.9% | +61.3% | -38.4% | -2.2% |
| YTD | +75.0% | +42.0% | +33.0% | +45.0% |
| 1Y | +96.9% | +10.5% | +86.4% | +78.7% |
| 3Y | +276.7% | +34.5% | +242.2% | +202.5% |
| 5Y | +1,157.0% | -40.3% | +1,197.3% | +1,238.5% |
| 10Y | +310.7% | +421.5% | -110.8% | +61.4% |
| All | +2,102.5% | +1,584.1% | +518.4% | +330.1% |
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