+252.1%
INTC vs ZBRA
+435.2%
-183.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +1.8% |
| 7D | +7.5% | -3.4% | +10.9% | +8.9% |
| 30D | +2.0% | -7.4% | +9.4% | +5.3% |
| 3M | -12.0% | +57.5% | -69.5% | -28.6% |
| 6M | +114.5% | +64.0% | +50.6% | +68.8% |
| YTD | +179.0% | +44.3% | +134.7% | +129.7% |
| 1Y | +318.3% | +10.9% | +307.4% | +284.0% |
| 3Y | +171.2% | +37.5% | +133.7% | +120.1% |
| 5Y | +107.6% | -39.7% | +147.2% | +129.7% |
| All | +252.1% | +435.2% | -183.1% | +84.9% |
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 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