+273.7%
IR vs ZBRA
+254.1%
+19.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.1% | -0.9% |
| 7D | -4.5% | -3.4% | -1.1% | -3.2% |
| 30D | -13.9% | -7.4% | -6.5% | -11.4% |
| 3M | -0.3% | +57.5% | -57.9% | -18.6% |
| 6M | -14.3% | +64.0% | -78.3% | -31.7% |
| YTD | -7.9% | +44.3% | -52.2% | -23.4% |
| 1Y | -9.9% | +10.9% | -20.8% | -17.0% |
| 3Y | +6.5% | +37.5% | -31.0% | -13.1% |
| 5Y | +34.0% | -39.7% | +73.7% | +47.7% |
| All | +273.7% | +254.1% | +19.6% | +128.1% |
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 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