+151.3%
GEN vs ZBRA
+425.5%
-274.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -4.3% | -3.8% | -0.6% | -3.5% |
| 30D | +3.8% | -10.2% | +14.0% | +6.4% |
| 3M | +22.3% | +58.7% | -36.4% | +8.4% |
| 6M | +39.0% | +61.9% | -23.0% | +21.8% |
| YTD | +11.9% | +41.7% | -29.8% | +0.9% |
| 1Y | +4.5% | +12.4% | -7.8% | -0.8% |
| 3Y | +59.0% | +34.2% | +24.8% | +40.3% |
| 5Y | +22.0% | -40.8% | +62.7% | +27.1% |
| All | +151.3% | +425.5% | -274.2% | +54.6% |
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