+100.0%
IT vs ZBRA
+435.2%
-335.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.8% | +3.4% | +4.6% |
| 7D | -3.7% | -3.4% | -0.3% | -2.5% |
| 30D | +0.1% | -7.4% | +7.5% | +2.6% |
| 3M | +20.7% | +57.5% | -36.8% | +4.2% |
| 6M | +12.0% | +64.0% | -52.0% | -5.5% |
| YTD | -28.8% | +44.3% | -73.1% | -37.7% |
| 1Y | -25.5% | +10.9% | -36.4% | -29.4% |
| 3Y | -48.8% | +37.5% | -86.3% | -55.5% |
| 5Y | -42.7% | -39.7% | -3.1% | -37.6% |
| All | +100.0% | +435.2% | -335.3% | +33.0% |
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