+37.3%
IR vs ZBRA
-40.4%
+77.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.1% | -1.2% |
| 7D | -1.9% | -1.8% | -0.1% | -1.2% |
| 30D | -15.0% | -8.8% | -6.2% | -12.2% |
| 3M | -0.4% | +47.2% | -47.7% | -15.8% |
| 6M | -15.0% | +61.3% | -76.4% | -31.3% |
| YTD | -7.1% | +42.0% | -49.1% | -21.7% |
| 1Y | -7.5% | +10.5% | -18.0% | -14.2% |
| 3Y | +6.3% | +34.5% | -28.2% | -11.5% |
| 5Y | +37.3% | -40.3% | +77.6% | +61.5% |
| All | +37.3% | -40.4% | +77.7% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling