+627.7%
GEV vs ZBRA
+17.6%
+610.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.2% |
| 7D | +3.2% | -1.8% | +4.9% | +3.8% |
| 30D | -4.0% | -8.8% | +4.8% | -0.6% |
| 3M | +3.4% | +47.2% | -43.8% | -14.4% |
| 6M | +14.7% | +61.3% | -46.6% | -10.3% |
| YTD | +45.8% | +42.0% | +3.8% | +19.0% |
| 1Y | +57.4% | +10.5% | +46.9% | +47.4% |
| All | +627.7% | +17.6% | +610.0% | +589.7% |
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